-100.0%
DFNS vs KIM
+31.1%
-131.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -12.5% |
| 7D | -44.0% | +4.1% | -48.1% | -42.2% |
| 30D | -69.1% | +16.8% | -85.9% | -65.3% |
| 3M | -95.6% | +5.7% | -101.3% | -95.4% |
| 6M | -96.2% | +9.7% | -105.9% | -95.8% |
| YTD | -99.6% | +30.2% | -129.8% | -99.5% |
| 1Y | -99.7% | +32.1% | -131.8% | -99.7% |
| 3Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +31.1% | -131.1% | -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 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