-100.0%
DFNS vs KDP
+28.7%
-128.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.7% | -11.5% | -12.6% |
| 7D | -44.0% | +2.2% | -46.2% | -42.8% |
| 30D | -69.1% | +19.9% | -89.1% | -66.2% |
| 3M | -95.6% | +21.5% | -117.1% | -95.2% |
| 6M | -96.2% | +30.1% | -126.3% | -95.5% |
| YTD | -99.6% | +34.9% | -134.5% | -99.5% |
| 1Y | -99.7% | +43.4% | -143.1% | -99.7% |
| 3Y | -100.0% | +29.1% | -129.1% | -100.0% |
| All | -100.0% | +28.7% | -128.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling