-5.2%
DASH vs KDP
+40.9%
-46.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | -6.0% | +19.9% | -26.0% | -9.2% |
| 3M | -15.8% | +21.5% | -37.2% | -18.7% |
| 6M | +7.0% | +30.1% | -23.1% | +2.0% |
| YTD | -20.7% | +34.9% | -55.6% | -25.2% |
| 1Y | -8.5% | +43.4% | -51.9% | -15.0% |
| 3Y | +101.8% | +29.1% | +72.7% | +87.3% |
| 5Y | -9.6% | +15.0% | -24.6% | -11.4% |
| All | -5.2% | +40.9% | -46.1% | +6.2% |
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