-98.3%
DFNS vs KWEB
-35.0%
-63.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -3.9% |
| 7D | -6.3% | -5.6% | -0.8% | +5.2% |
| 30D | -74.0% | -10.7% | -63.3% | -66.2% |
| 3M | -70.1% | -7.4% | -62.7% | -64.5% |
| 6M | -93.9% | -19.3% | -74.6% | -91.4% |
| YTD | -98.1% | -27.8% | -70.3% | -96.8% |
| 1Y | -98.3% | -35.9% | -62.4% | -96.5% |
| All | -98.3% | -35.0% | -63.3% | -96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling