-100.0%
DFNS vs KMB
-0.7%
-99.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -4.6% |
| 7D | -6.0% | +0.9% | -6.9% | -5.5% |
| 30D | -71.2% | +10.1% | -81.3% | -69.7% |
| 3M | -94.5% | 0.0% | -94.6% | -94.4% |
| 6M | -96.5% | +15.7% | -112.2% | -96.2% |
| YTD | -99.6% | +12.6% | -112.3% | -99.6% |
| 1Y | -99.7% | +10.1% | -109.8% | -99.7% |
| 3Y | -100.0% | +2.1% | -102.1% | -100.0% |
| All | -100.0% | -0.7% | -99.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling