+6,518.2%
CDNS vs KNX
+5,063.1%
+1,455.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -26.0% | -12.6% | -13.4% | -23.6% |
| 6M | -2.8% | +21.1% | -23.9% | -8.8% |
| YTD | -8.8% | +33.2% | -42.0% | -17.0% |
| 1Y | -15.8% | +67.8% | -83.6% | -28.4% |
| 3Y | +19.7% | +37.3% | -17.6% | +5.2% |
| 5Y | +70.8% | +41.1% | +29.7% | +47.9% |
| 10Y | +1,038.0% | +170.6% | +867.4% | +683.5% |
| All | +6,518.2% | +5,063.1% | +1,455.1% | +2,359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling