-99.6%
DFNS vs KRMN
-59.3%
-40.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -13.5% | -4.8% | -11.7% |
| 7D | -27.7% | -10.0% | -17.6% | -23.7% |
| 30D | -58.0% | +3.5% | -61.4% | -59.6% |
| 3M | -94.0% | -36.7% | -57.3% | -92.3% |
| 6M | -94.6% | -47.7% | -46.9% | -93.1% |
| YTD | -99.4% | -53.3% | -46.1% | -99.3% |
| 1Y | -99.6% | -59.7% | -40.0% | -99.5% |
| All | -99.6% | -59.3% | -40.3% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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