-98.3%
DFNS vs KGC
+34.5%
-132.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +0.3% |
| 7D | +0.8% | +2.4% | -1.7% | -0.3% |
| 30D | -73.2% | +9.2% | -82.5% | -74.5% |
| 3M | -72.4% | +16.7% | -89.2% | -74.7% |
| 6M | -95.2% | -7.0% | -88.2% | -95.1% |
| YTD | -98.0% | +7.5% | -105.5% | -98.4% |
| 1Y | -98.3% | +34.4% | -132.6% | -98.9% |
| All | -98.3% | +34.5% | -132.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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