+30.9%
KRE vs CDNS
+71.8%
-40.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.1% | -7.2% | +6.1% | +0.6% |
| 30D | -3.4% | -14.3% | +10.9% | -0.1% |
| 3M | +3.7% | -27.2% | +30.9% | +11.2% |
| 6M | +14.8% | -4.5% | +19.3% | +13.9% |
| YTD | +14.7% | -9.0% | +23.6% | +14.6% |
| 1Y | +16.0% | -21.3% | +37.3% | +20.3% |
| 3Y | +84.3% | +19.6% | +64.7% | +63.1% |
| 5Y | +30.9% | +71.5% | -40.7% | +1.5% |
| All | +30.9% | +71.8% | -40.9% | +1.5% |
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