+11.7%
DASH vs KEY
+79.3%
-67.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | +2.2% | -12.8% | -11.3% |
| 30D | +2.2% | -3.0% | +5.2% | +3.2% |
| 3M | +32.3% | +3.3% | +28.9% | +30.4% |
| 6M | +19.1% | +9.2% | +9.9% | +14.8% |
| YTD | -6.5% | +10.6% | -17.2% | -10.2% |
| 1Y | -14.9% | +20.4% | -35.3% | -21.0% |
| 3Y | +151.9% | +121.8% | +30.1% | +84.0% |
| 5Y | +9.4% | +41.1% | -31.7% | -4.8% |
| All | +11.7% | +79.3% | -67.6% | -6.9% |
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