-3.8%
CDNS vs KRMN
+14.6%
-18.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | -6.5% | -15.1% | +8.6% | -4.5% |
| 30D | -13.0% | -44.5% | +31.5% | -6.0% |
| 3M | -26.0% | -25.0% | -1.0% | -23.8% |
| 6M | -2.8% | -66.5% | +63.7% | +12.1% |
| YTD | -8.8% | -53.0% | +44.2% | -3.3% |
| 1Y | -15.8% | -44.7% | +28.9% | -14.8% |
| All | -3.8% | +14.6% | -18.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling