+17.1%
CDNS vs KNX
+36.7%
-19.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -6.5% | -0.5% | -6.0% | -6.5% |
| 30D | -13.0% | +1.0% | -14.0% | -13.3% |
| 3M | -26.0% | -12.6% | -13.4% | -24.0% |
| 6M | -2.8% | +21.1% | -23.9% | -7.9% |
| YTD | -8.8% | +33.2% | -42.0% | -16.0% |
| 1Y | -15.8% | +67.8% | -83.6% | -27.5% |
| All | +17.1% | +36.7% | -19.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling