-100.0%
DFNS vs KDP
+44.1%
-144.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.7% |
| 7D | -42.8% | +0.3% | -43.1% | -42.4% |
| 30D | -67.6% | +16.3% | -83.9% | -66.1% |
| 3M | -94.9% | +24.0% | -118.8% | -94.5% |
| 6M | -96.7% | +30.0% | -126.7% | -96.4% |
| YTD | -99.6% | +36.1% | -135.7% | -99.6% |
| 1Y | -99.7% | +46.8% | -146.6% | -99.7% |
| 3Y | -100.0% | +30.5% | -130.4% | -100.0% |
| 5Y | -100.0% | +17.9% | -117.9% | -100.0% |
| All | -100.0% | +44.1% | -144.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling