+157,276.9%
KLAC vs CDNS
+6,098.4%
+151,178.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.0% | +11.3% | +9.0% |
| 7D | +5.7% | -14.0% | +19.7% | +12.3% |
| 30D | -3.6% | -13.2% | +9.5% | +1.9% |
| 3M | -12.8% | -28.9% | +16.1% | +0.4% |
| 6M | +26.1% | -4.2% | +30.2% | +27.3% |
| YTD | +53.3% | -6.4% | +59.7% | +55.6% |
| 1Y | +113.7% | -16.2% | +129.9% | +127.0% |
| 3Y | +274.9% | +20.2% | +254.7% | +244.3% |
| 5Y | +470.1% | +76.6% | +393.5% | +353.3% |
| 10Y | +2,997.0% | +1,029.7% | +1,967.3% | +1,172.7% |
| All | +157,276.9% | +6,098.4% | +151,178.6% | +26,015.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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