-99.6%
DFNS vs KIM
+33.1%
-132.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.6% | -21.9% | -15.5% |
| 7D | -27.7% | +10.6% | -38.3% | -21.7% |
| 30D | -58.0% | +17.5% | -75.4% | -52.8% |
| 3M | -94.0% | +4.7% | -98.7% | -93.7% |
| 6M | -94.6% | +13.1% | -107.7% | -94.6% |
| YTD | -99.4% | +32.1% | -131.5% | -99.5% |
| 1Y | -99.6% | +32.7% | -132.3% | -99.7% |
| All | -99.6% | +33.1% | -132.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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