+143.9%
DASH vs KEYS
+153.6%
-9.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -5.8% |
| 7D | -11.2% | +4.4% | -15.6% | -12.2% |
| 30D | -7.3% | -2.2% | -5.1% | -7.0% |
| 3M | +31.4% | +0.5% | +30.9% | +29.5% |
| 6M | +11.9% | +22.4% | -10.5% | +1.0% |
| YTD | -11.5% | +64.1% | -75.6% | -31.3% |
| 1Y | -20.0% | +97.0% | -117.0% | -43.7% |
| 3Y | +143.9% | +152.0% | -8.1% | +25.4% |
| All | +143.9% | +153.6% | -9.7% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling