-99.9%
DFNS vs KMX
-33.6%
-66.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.7% |
| 7D | -16.0% | +1.9% | -17.9% | -15.8% |
| 30D | -77.7% | +11.7% | -89.4% | -77.4% |
| 3M | -77.2% | +34.9% | -112.1% | -76.1% |
| 6M | -95.2% | +50.3% | -145.4% | -94.9% |
| YTD | -98.0% | +63.8% | -161.8% | -97.8% |
| 1Y | -98.3% | +3.8% | -102.1% | -98.4% |
| 3Y | -99.9% | -24.3% | -75.6% | -99.9% |
| 5Y | -99.9% | -50.2% | -49.6% | -99.9% |
| All | -99.9% | -33.6% | -66.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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