-99.6%
DFNS vs KRMN
+17.4%
-117.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.3% | +6.6% | +1.1% |
| 7D | +4.6% | -12.9% | +17.5% | +11.9% |
| 30D | -73.9% | -43.3% | -30.5% | -64.8% |
| 3M | -71.7% | -27.2% | -44.5% | -67.5% |
| 6M | -94.6% | -66.8% | -27.8% | -91.8% |
| YTD | -98.1% | -51.9% | -46.2% | -97.5% |
| 1Y | -98.3% | -43.7% | -54.6% | -98.0% |
| All | -99.6% | +17.4% | -117.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling