-99.9%
DFNS vs KGC
+562.0%
-661.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | -0.2% |
| 7D | -16.0% | -1.3% | -14.7% | -16.6% |
| 30D | -77.7% | +20.3% | -98.0% | -75.9% |
| 3M | -77.2% | +8.1% | -85.3% | -77.4% |
| 6M | -95.2% | -8.8% | -86.4% | -95.6% |
| YTD | -98.0% | +10.1% | -108.0% | -97.9% |
| 1Y | -98.3% | +44.2% | -142.5% | -97.8% |
| All | -99.9% | +562.0% | -661.9% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling