-99.9%
DFNS vs KIM
+177.1%
-276.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.9% |
| 7D | +4.6% | -1.0% | +5.6% | +4.3% |
| 30D | -73.9% | -1.1% | -72.8% | -73.9% |
| 3M | -71.7% | -5.3% | -66.4% | -72.0% |
| 6M | -94.6% | +3.9% | -98.5% | -94.4% |
| YTD | -98.1% | +20.3% | -118.4% | -97.9% |
| 1Y | -98.3% | +10.4% | -108.7% | -98.2% |
| 3Y | -99.9% | +46.3% | -146.2% | -99.9% |
| 5Y | -99.9% | +37.6% | -137.4% | -99.9% |
| All | -99.9% | +177.1% | -276.9% | -99.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling