-99.9%
DFNS vs KIM
+177.4%
-277.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.5% |
| 7D | -16.0% | +0.4% | -16.4% | -15.8% |
| 30D | -77.7% | -4.0% | -73.7% | -77.9% |
| 3M | -77.2% | +0.5% | -77.7% | -76.9% |
| 6M | -95.2% | +3.6% | -98.8% | -95.1% |
| YTD | -98.0% | +20.4% | -118.4% | -97.8% |
| 1Y | -98.3% | +9.7% | -108.0% | -98.2% |
| 3Y | -99.9% | +46.0% | -145.9% | -99.9% |
| 5Y | -99.9% | +34.4% | -134.3% | -99.9% |
| All | -99.9% | +177.4% | -277.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling