+7.4%
DASH vs KDP
+6.0%
+1.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.4% |
| 7D | -10.6% | +1.3% | -11.8% | -10.8% |
| 30D | +2.2% | +6.0% | -3.8% | +0.8% |
| 3M | +32.3% | +9.2% | +23.1% | +29.7% |
| 6M | +19.1% | +14.7% | +4.4% | +15.6% |
| YTD | -6.5% | +19.2% | -25.7% | -10.5% |
| 1Y | -14.9% | +15.2% | -30.1% | -18.0% |
| 3Y | +151.9% | +6.0% | +146.0% | +143.1% |
| All | +7.4% | +6.0% | +1.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling