-12.7%
DASH vs KIM
+31.2%
-43.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.8% | +2.8% | -5.5% | -3.1% |
| 30D | -9.3% | +15.9% | -25.2% | -9.4% |
| 3M | -15.1% | +7.8% | -22.8% | -15.9% |
| 6M | +8.7% | +11.9% | -3.1% | +7.5% |
| YTD | -21.3% | +31.0% | -52.3% | -17.9% |
| 1Y | -12.7% | +32.3% | -45.0% | -8.8% |
| All | -12.7% | +31.2% | -43.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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