-3.9%
CDNS vs KRMN
+17.4%
-21.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.3% | +11.4% | +1.7% |
| 7D | -7.2% | -12.9% | +5.7% | -5.5% |
| 30D | -14.3% | -43.3% | +29.1% | -7.6% |
| 3M | -27.2% | -27.2% | 0.0% | -24.7% |
| 6M | -4.5% | -66.8% | +62.3% | +10.4% |
| YTD | -9.0% | -51.9% | +42.9% | -3.7% |
| 1Y | -21.3% | -43.7% | +22.3% | -20.5% |
| All | -3.9% | +17.4% | -21.3% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling