+101.8%
DASH vs KDP
+28.7%
+73.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.4% | +2.2% | -1.8% | +0.1% |
| 30D | -6.0% | +19.9% | -26.0% | -7.3% |
| 3M | -15.8% | +21.5% | -37.2% | -16.9% |
| 6M | +7.0% | +30.1% | -23.1% | +5.7% |
| YTD | -20.7% | +34.9% | -55.6% | -21.8% |
| 1Y | -8.5% | +43.4% | -51.9% | -10.3% |
| 3Y | +101.8% | +29.1% | +72.7% | +90.6% |
| All | +101.8% | +28.7% | +73.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling