-8.9%
DASH vs KDP
+36.3%
-45.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -1.6% |
| 7D | -4.1% | -4.0% | -0.1% | -3.3% |
| 30D | -10.6% | +8.5% | -19.1% | -11.9% |
| 3M | -18.8% | +20.7% | -39.5% | -21.5% |
| 6M | +11.2% | +23.2% | -12.0% | +7.2% |
| YTD | -23.8% | +30.5% | -54.3% | -27.6% |
| 1Y | -12.2% | +35.9% | -48.0% | -17.4% |
| 3Y | +97.3% | +24.8% | +72.5% | +84.4% |
| 5Y | -29.8% | +13.4% | -43.2% | -30.5% |
| All | -8.9% | +36.3% | -45.2% | +2.7% |
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