+19.0%
CDNS vs KR
+33.5%
-14.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.2% | +2.1% |
| 7D | -1.1% | -0.2% | -1.0% | -1.2% |
| 30D | -10.4% | +5.1% | -15.5% | -9.5% |
| 3M | -24.6% | -8.2% | -16.4% | -25.9% |
| 6M | -1.6% | -18.0% | +16.4% | -5.2% |
| YTD | -7.4% | -4.8% | -2.7% | -7.9% |
| 1Y | -18.4% | -11.0% | -7.4% | -19.6% |
| 3Y | +19.0% | +37.7% | -18.7% | +20.6% |
| All | +19.0% | +33.5% | -14.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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