-99.9%
DFNS vs KWEB
-1.6%
-98.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -1.6% |
| 7D | +4.6% | -3.6% | +8.2% | +9.6% |
| 30D | -73.9% | -14.9% | -59.0% | -67.3% |
| 3M | -71.7% | -5.4% | -66.3% | -69.3% |
| 6M | -94.6% | -18.9% | -75.7% | -93.1% |
| YTD | -98.1% | -27.2% | -70.9% | -97.2% |
| 1Y | -98.3% | -34.2% | -64.1% | -97.2% |
| All | -99.9% | -1.6% | -98.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling