+4.8%
DASH vs KDP
+41.5%
-36.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.4% | +7.1% |
| 7D | +17.2% | +5.3% | +11.8% | +16.0% |
| 30D | +3.6% | +19.1% | -15.5% | +0.3% |
| 3M | -1.9% | +19.2% | -21.0% | -5.1% |
| 6M | +15.1% | +29.3% | -14.2% | +9.8% |
| YTD | -12.3% | +35.5% | -47.8% | -17.4% |
| 1Y | -17.2% | +43.5% | -60.7% | -23.0% |
| 3Y | +114.7% | +29.0% | +85.7% | +99.5% |
| 5Y | -4.3% | +16.2% | -20.5% | -6.1% |
| All | +4.8% | +41.5% | -36.7% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling