-99.6%
DFNS vs KMB
+11.9%
-111.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +4.1% | -22.5% | -16.7% |
| 7D | -27.7% | +0.4% | -28.0% | -26.9% |
| 30D | -58.0% | +14.0% | -72.0% | -55.4% |
| 3M | -94.0% | -1.3% | -92.7% | -93.8% |
| 6M | -94.6% | +16.7% | -111.3% | -94.2% |
| YTD | -99.4% | +12.0% | -111.4% | -99.4% |
| 1Y | -99.6% | +13.6% | -113.3% | -99.6% |
| All | -99.6% | +11.9% | -111.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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