-99.9%
DFNS vs KMI
+197.4%
-297.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.7% |
| 7D | -6.3% | -1.7% | -4.6% | -7.1% |
| 30D | -74.0% | -2.7% | -71.2% | -74.3% |
| 3M | -70.1% | -0.7% | -69.5% | -69.7% |
| 6M | -93.9% | -5.0% | -88.9% | -93.9% |
| YTD | -98.1% | +15.5% | -113.6% | -98.0% |
| 1Y | -98.3% | +16.4% | -114.7% | -98.2% |
| 3Y | -99.9% | +114.2% | -214.0% | -99.9% |
| 5Y | -99.9% | +153.3% | -253.1% | -99.9% |
| All | -99.9% | +197.4% | -297.3% | -99.9% |
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