-99.9%
DFNS vs KIM
+37.7%
-137.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.6% |
| 30D | -73.2% | -1.7% | -71.5% | -73.3% |
| 3M | -72.4% | -0.8% | -71.6% | -72.1% |
| 6M | -95.2% | +4.4% | -99.6% | -95.0% |
| YTD | -98.0% | +21.2% | -119.2% | -97.7% |
| 1Y | -98.3% | +10.5% | -108.8% | -98.1% |
| 3Y | -99.9% | +47.5% | -147.4% | -99.9% |
| 5Y | -99.9% | +37.1% | -136.9% | -99.8% |
| All | -99.9% | +37.7% | -137.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling