+118.1%
KO vs DFNS
-99.9%
+218.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.4% |
| 30D | +1.5% | -73.2% | +74.7% | +1.6% |
| 3M | +11.8% | -72.4% | +84.3% | +11.5% |
| 6M | +16.2% | -95.2% | +111.4% | +15.9% |
| YTD | +28.1% | -98.0% | +126.1% | +27.8% |
| 1Y | +34.8% | -98.3% | +133.0% | +34.4% |
| 3Y | +65.5% | -99.9% | +165.3% | +61.4% |
| 5Y | +81.6% | -99.9% | +181.4% | +73.9% |
| All | +118.1% | -99.9% | +218.0% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling