-99.6%
DFNS vs KRMN
+17.6%
-117.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.8% |
| 7D | -6.3% | -11.8% | +5.4% | -0.6% |
| 30D | -74.0% | -43.0% | -30.9% | -65.0% |
| 3M | -70.1% | -28.8% | -41.3% | -65.3% |
| 6M | -93.9% | -66.3% | -27.6% | -90.8% |
| YTD | -98.1% | -51.8% | -46.3% | -97.6% |
| 1Y | -98.3% | -44.7% | -53.6% | -98.0% |
| All | -99.6% | +17.6% | -117.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling