+43.2%
KO vs DFNS
-99.6%
+142.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -18.3% | +19.4% | +1.1% |
| 7D | +4.4% | -27.7% | +32.1% | +4.6% |
| 30D | +10.7% | -58.0% | +68.7% | +11.2% |
| 3M | +11.3% | -94.0% | +105.3% | +12.8% |
| 6M | +24.0% | -94.6% | +118.6% | +16.7% |
| YTD | +39.7% | -99.4% | +139.1% | +27.3% |
| 1Y | +43.2% | -99.6% | +142.9% | +29.4% |
| All | +43.2% | -99.6% | +142.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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