-99.9%
DFNS vs KMB
-7.6%
-92.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | 0.0% |
| 7D | -16.0% | -3.0% | -13.0% | -16.9% |
| 30D | -77.7% | -5.5% | -72.2% | -78.0% |
| 3M | -77.2% | +14.0% | -91.2% | -75.7% |
| 6M | -95.2% | +4.1% | -99.3% | -95.0% |
| YTD | -98.0% | +8.0% | -106.0% | -97.9% |
| 1Y | -98.3% | -13.7% | -84.5% | -98.3% |
| 3Y | -99.9% | -5.9% | -93.9% | -99.9% |
| 5Y | -99.9% | -8.6% | -91.2% | -99.9% |
| All | -99.9% | -7.6% | -92.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling