-99.9%
DFNS vs KWEB
-56.0%
-43.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | -6.3% | -5.6% | -0.8% | -4.5% |
| 30D | -74.0% | -10.7% | -63.3% | -72.8% |
| 3M | -70.1% | -7.4% | -62.7% | -69.2% |
| 6M | -93.9% | -19.3% | -74.6% | -93.5% |
| YTD | -98.1% | -27.8% | -70.3% | -97.9% |
| 1Y | -98.3% | -35.9% | -62.4% | -98.0% |
| 3Y | -99.9% | -1.9% | -98.0% | -99.9% |
| 5Y | -99.9% | -43.2% | -56.7% | -99.9% |
| All | -99.9% | -56.0% | -43.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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