-2.3%
CDNS vs KRMN
+17.6%
-19.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.2% |
| 7D | -1.1% | -11.8% | +10.6% | +0.4% |
| 30D | -10.4% | -43.0% | +32.6% | -3.5% |
| 3M | -24.6% | -28.8% | +4.3% | -21.7% |
| 6M | -1.6% | -66.3% | +64.7% | +13.5% |
| YTD | -7.4% | -51.8% | +44.4% | -2.2% |
| 1Y | -18.4% | -44.7% | +26.3% | -17.2% |
| All | -2.3% | +17.6% | -19.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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