-100.0%
DFNS vs KIM
+203.0%
-303.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -2.6% |
| 7D | -42.8% | +2.8% | -45.6% | -42.1% |
| 30D | -67.6% | +16.3% | -83.9% | -65.5% |
| 3M | -94.9% | +6.6% | -101.5% | -94.7% |
| 6M | -96.7% | +12.3% | -109.0% | -96.5% |
| YTD | -99.6% | +31.6% | -131.2% | -99.6% |
| 1Y | -99.7% | +31.5% | -131.2% | -99.7% |
| 3Y | -100.0% | +68.0% | -168.0% | -100.0% |
| 5Y | -100.0% | +38.7% | -138.7% | -100.0% |
| All | -100.0% | +203.0% | -303.0% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling