-99.9%
DFNS vs KMI
+202.6%
-302.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.3% |
| 7D | -16.0% | -0.5% | -15.5% | -16.2% |
| 30D | -77.7% | +0.9% | -78.6% | -77.6% |
| 3M | -77.2% | 0.0% | -77.2% | -76.7% |
| 6M | -95.2% | -5.7% | -89.5% | -95.1% |
| YTD | -98.0% | +17.5% | -115.5% | -97.9% |
| 1Y | -98.3% | +22.3% | -120.5% | -98.2% |
| 3Y | -99.9% | +111.9% | -211.8% | -99.9% |
| 5Y | -99.9% | +151.8% | -251.7% | -99.8% |
| All | -99.9% | +202.6% | -302.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling