-99.9%
DFNS vs KKR
+201.0%
-300.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | -6.2% | -0.2% | -6.7% |
| 30D | -74.0% | -8.9% | -65.1% | -74.1% |
| 3M | -70.1% | +6.3% | -76.4% | -69.9% |
| 6M | -93.9% | +16.5% | -110.4% | -93.8% |
| YTD | -98.1% | -20.3% | -77.8% | -98.3% |
| 1Y | -98.3% | -29.8% | -68.5% | -98.6% |
| 3Y | -99.9% | +63.2% | -163.1% | -99.9% |
| 5Y | -99.9% | +68.0% | -167.8% | -99.9% |
| All | -99.9% | +201.0% | -300.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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