-98.3%
DFNS vs KMI
+21.6%
-119.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | -1.0% |
| 7D | -16.0% | -0.5% | -15.5% | -17.0% |
| 30D | -77.7% | +0.9% | -78.6% | -77.3% |
| 3M | -77.2% | 0.0% | -77.2% | -76.0% |
| 6M | -95.2% | -5.7% | -89.5% | -94.8% |
| YTD | -98.0% | +17.5% | -115.5% | -97.8% |
| 1Y | -98.3% | +22.3% | -120.5% | -98.0% |
| All | -98.3% | +21.6% | -119.8% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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