-100.0%
DFNS vs KMI
+211.3%
-311.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.3% | -20.7% | -18.8% |
| 7D | -12.7% | +6.0% | -18.7% | -10.5% |
| 30D | -65.2% | -3.4% | -61.8% | -65.8% |
| 3M | -94.6% | +1.8% | -96.3% | -94.5% |
| 6M | -96.2% | +0.4% | -96.7% | -96.1% |
| YTD | -99.6% | +20.8% | -120.4% | -99.6% |
| 1Y | -99.7% | +23.0% | -122.7% | -99.7% |
| 3Y | -100.0% | +123.3% | -223.3% | -100.0% |
| 5Y | -100.0% | +149.8% | -249.8% | -100.0% |
| All | -100.0% | +211.3% | -311.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling