+11.4%
KRE vs CDNS
+76.7%
-65.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +1.0% |
| 7D | +0.7% | +1.0% | -0.2% | +0.5% |
| 30D | +6.1% | -2.0% | +8.1% | +6.4% |
| 3M | -5.9% | -0.2% | -5.7% | -6.4% |
| 6M | +9.6% | -8.9% | +18.5% | +10.5% |
| YTD | +14.2% | +3.3% | +10.9% | +10.3% |
| 1Y | +22.5% | +2.2% | +20.3% | +18.5% |
| 3Y | +90.4% | +22.4% | +68.0% | +67.7% |
| All | +11.4% | +76.7% | -65.3% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling