-99.9%
DFNS vs KR
+91.7%
-191.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -1.6% |
| 7D | -6.3% | -0.2% | -6.2% | -6.4% |
| 30D | -74.0% | +5.1% | -79.0% | -73.3% |
| 3M | -70.1% | -8.2% | -62.0% | -71.2% |
| 6M | -93.9% | -18.0% | -75.9% | -94.4% |
| YTD | -98.1% | -4.8% | -93.3% | -98.1% |
| 1Y | -98.3% | -11.0% | -87.3% | -98.4% |
| 3Y | -99.9% | +37.7% | -137.5% | -99.9% |
| 5Y | -99.9% | +52.8% | -152.6% | -99.9% |
| All | -99.9% | +91.7% | -191.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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