-99.7%
DFNS vs KDP
+46.6%
-146.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -42.8% | +0.3% | -43.1% | -42.7% |
| 30D | -67.6% | +16.3% | -83.9% | -70.2% |
| 3M | -94.9% | +24.0% | -118.8% | -95.7% |
| 6M | -96.7% | +30.0% | -126.7% | -97.0% |
| YTD | -99.6% | +36.1% | -135.7% | -99.6% |
| All | -99.7% | +46.6% | -146.3% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling