+23.6%
CDNS vs KVYO
-55.5%
+79.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.2% |
| 7D | -1.1% | -12.1% | +11.0% | +1.6% |
| 30D | -10.4% | -5.2% | -5.3% | -9.9% |
| 3M | -24.6% | +14.5% | -39.1% | -28.2% |
| 6M | -1.6% | -17.6% | +16.0% | -1.8% |
| YTD | -7.4% | -49.6% | +42.2% | +2.6% |
| 1Y | -18.4% | -48.6% | +30.1% | -10.7% |
| All | +23.6% | -55.5% | +79.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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