-11.3%
DASH vs KEY
+22.7%
-34.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.7% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -7.9% | +7.2% | -15.1% | -10.5% |
| 3M | -16.3% | -4.9% | -11.4% | -14.3% |
| 6M | +10.4% | +1.1% | +9.3% | +8.7% |
| YTD | -20.1% | +6.8% | -26.9% | -21.7% |
| All | -11.3% | +22.7% | -34.0% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling