+73.1%
CDNS vs KR
+48.3%
+24.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.2% |
| 7D | -6.5% | -2.7% | -3.9% | -6.7% |
| 30D | -13.0% | +1.9% | -14.9% | -12.9% |
| 3M | -26.0% | -11.0% | -15.0% | -26.5% |
| 6M | -2.8% | -20.2% | +17.4% | -3.9% |
| YTD | -8.8% | -7.3% | -1.6% | -9.3% |
| 1Y | -15.8% | -13.1% | -2.7% | -16.3% |
| 3Y | +19.7% | +29.7% | -10.0% | +15.4% |
| All | +73.1% | +48.3% | +24.8% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling