-98.3%
DFNS vs KIM
+9.4%
-107.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -71.9% |
| 6M | -94.6% | +3.9% | -98.5% | -94.9% |
| YTD | -98.1% | +20.3% | -118.4% | -98.5% |
| 1Y | -98.3% | +10.4% | -108.7% | -98.7% |
| All | -98.3% | +9.4% | -107.7% | -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