+5,721.4%
CDNS vs KR
+4,322.8%
+1,398.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -7.2% | -3.1% | -4.1% | -6.6% |
| 30D | -14.3% | +0.6% | -14.9% | -14.4% |
| 3M | -27.2% | -9.8% | -17.4% | -25.9% |
| 6M | -4.5% | -22.1% | +17.6% | -0.3% |
| YTD | -9.0% | -8.1% | -0.8% | -8.4% |
| 1Y | -21.3% | -14.7% | -6.7% | -19.9% |
| 3Y | +19.6% | +28.6% | -9.0% | +9.0% |
| 5Y | +71.5% | +36.4% | +35.2% | +51.1% |
| 10Y | +1,036.6% | +120.8% | +915.8% | +738.0% |
| All | +5,721.4% | +4,322.8% | +1,398.6% | +1,476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling