-100.0%
DFNS vs KMI
+122.7%
-222.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.8% |
| 7D | -6.0% | +6.5% | -12.5% | +0.6% |
| 30D | -71.2% | -3.4% | -67.8% | -72.6% |
| 3M | -94.5% | +0.4% | -94.9% | -94.6% |
| 6M | -96.5% | -0.9% | -95.6% | -96.3% |
| YTD | -99.6% | +20.5% | -120.1% | -99.6% |
| 1Y | -99.7% | +23.2% | -122.9% | -99.6% |
| 3Y | -100.0% | +121.6% | -221.6% | -100.0% |
| All | -100.0% | +122.7% | -222.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling