-98.3%
DFNS vs KR
-13.3%
-85.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -4.0% |
| 7D | -6.3% | -0.2% | -6.2% | -6.3% |
| 30D | -74.0% | +5.1% | -79.0% | -75.4% |
| 3M | -70.1% | -8.2% | -62.0% | -70.5% |
| 6M | -93.9% | -18.0% | -75.9% | -94.0% |
| YTD | -98.1% | -4.8% | -93.3% | -98.0% |
| 1Y | -98.3% | -11.0% | -87.3% | -98.2% |
| All | -98.3% | -13.3% | -85.0% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling