-100.0%
DFNS vs KDP
+49.2%
-149.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +11.0% | +13.2% |
| 7D | -13.0% | +4.0% | -17.0% | -12.1% |
| 30D | -56.9% | +16.8% | -73.7% | -54.8% |
| 3M | -93.2% | +32.0% | -125.3% | -92.7% |
| 6M | -95.4% | +35.2% | -130.6% | -95.0% |
| YTD | -99.5% | +40.9% | -140.4% | -99.4% |
| 1Y | -99.6% | +47.7% | -147.3% | -99.6% |
| 3Y | -100.0% | +34.8% | -134.8% | -100.0% |
| 5Y | -100.0% | +22.6% | -122.6% | -100.0% |
| All | -100.0% | +49.2% | -149.1% | -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