-4.5%
DASH vs KEY
+73.1%
-77.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.3% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -7.9% | +7.2% | -15.1% | -10.2% |
| 3M | -16.3% | -4.9% | -11.4% | -14.7% |
| 6M | +10.4% | +1.1% | +9.3% | +9.7% |
| YTD | -20.1% | +6.8% | -26.9% | -22.2% |
| 1Y | -11.4% | +23.3% | -34.7% | -18.2% |
| 3Y | +114.1% | +126.1% | -12.0% | +55.9% |
| 5Y | -5.8% | +15.2% | -21.0% | -15.1% |
| All | -4.5% | +73.1% | -77.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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