-14.9%
DASH vs KEYS
+98.0%
-112.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.7% |
| 7D | -10.6% | +2.3% | -12.8% | -10.6% |
| 30D | +2.2% | -2.6% | +4.8% | +2.1% |
| 3M | +32.3% | -4.6% | +36.9% | +32.1% |
| 6M | +19.1% | +8.7% | +10.4% | +15.5% |
| YTD | -6.5% | +61.0% | -67.5% | -19.3% |
| 1Y | -14.9% | +96.0% | -110.9% | -33.1% |
| All | -14.9% | +98.0% | -112.9% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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