+75.8%
CDNS vs KNX
+37.6%
+38.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -1.1% | -5.6% | +4.4% | +0.7% |
| 30D | -10.4% | -4.4% | -6.0% | -9.3% |
| 3M | -24.6% | -17.3% | -7.3% | -20.2% |
| 6M | -1.6% | +22.6% | -24.3% | -9.6% |
| YTD | -7.4% | +31.1% | -38.6% | -17.5% |
| 1Y | -18.4% | +60.2% | -78.6% | -33.1% |
| 3Y | +19.0% | +35.8% | -16.8% | +0.2% |
| All | +75.8% | +37.6% | +38.2% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling