+102.1%
DASH vs KDP
+29.6%
+72.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.3% | -9.7% | -9.4% |
| 7D | +0.5% | +4.5% | -4.0% | 0.0% |
| 30D | -7.1% | +18.5% | -25.6% | -8.3% |
| 3M | -13.2% | +20.8% | -34.0% | -14.4% |
| 6M | +8.3% | +29.4% | -21.1% | +6.9% |
| YTD | -20.6% | +35.9% | -56.5% | -21.7% |
| 1Y | -24.4% | +42.5% | -66.9% | -25.8% |
| All | +102.1% | +29.6% | +72.5% | +90.7% |
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 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