-4.5%
DASH vs KDP
+42.1%
-46.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | -7.9% | +16.3% | -24.2% | -10.5% |
| 3M | -16.3% | +24.0% | -40.3% | -19.6% |
| 6M | +10.4% | +30.0% | -19.6% | +5.3% |
| YTD | -20.1% | +36.1% | -56.2% | -24.8% |
| 1Y | -11.4% | +46.8% | -58.3% | -18.1% |
| 3Y | +114.1% | +30.5% | +83.6% | +98.2% |
| 5Y | -5.8% | +17.9% | -23.7% | -7.5% |
| All | -4.5% | +42.1% | -46.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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