-99.9%
DFNS vs KR
+41.9%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.9% |
| 7D | -3.3% | -2.7% | -0.7% | -4.4% |
| 30D | -73.1% | +1.9% | -75.0% | -72.6% |
| 3M | -71.4% | -11.0% | -60.3% | -73.1% |
| 6M | -93.8% | -20.2% | -73.6% | -94.6% |
| YTD | -98.0% | -7.3% | -90.8% | -98.1% |
| 1Y | -98.2% | -13.1% | -85.1% | -98.3% |
| 3Y | -99.9% | +29.7% | -129.6% | -99.9% |
| 5Y | -99.9% | +48.8% | -148.6% | -99.9% |
| All | -99.9% | +41.9% | -141.8% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling