-98.3%
DFNS vs KIM
+9.1%
-107.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.1% |
| 7D | -16.0% | -0.8% | -15.2% | -16.1% |
| 30D | -77.7% | -5.1% | -72.6% | -77.9% |
| 3M | -77.2% | -0.6% | -76.5% | -78.2% |
| 6M | -95.2% | +2.4% | -97.6% | -95.5% |
| YTD | -98.0% | +19.0% | -117.0% | -98.4% |
| 1Y | -98.3% | +8.4% | -106.7% | -98.7% |
| All | -98.3% | +9.1% | -107.4% | -98.7% |
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