-100.0%
DFNS vs KMB
-4.2%
-95.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.4% | +12.1% |
| 7D | -13.0% | +0.1% | -13.0% | -12.8% |
| 30D | -56.9% | +10.2% | -67.1% | -55.0% |
| 3M | -93.2% | +1.5% | -94.7% | -93.1% |
| 6M | -95.4% | +16.6% | -112.1% | -95.1% |
| YTD | -99.5% | +12.1% | -111.6% | -99.5% |
| 1Y | -99.6% | +11.1% | -110.7% | -99.6% |
| 3Y | -100.0% | +1.9% | -101.9% | -100.0% |
| 5Y | -100.0% | -1.3% | -98.7% | -100.0% |
| All | -100.0% | -4.2% | -95.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling