-4.5%
DASH vs KMB
+2.3%
-6.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -4.8% | +3.4% | -8.2% | -5.1% |
| 30D | -7.9% | +14.7% | -22.6% | -8.8% |
| 3M | -16.3% | +3.3% | -19.6% | -16.7% |
| 6M | +10.4% | +16.8% | -6.4% | +9.9% |
| YTD | -20.1% | +15.2% | -35.3% | -20.5% |
| 1Y | -11.4% | +13.3% | -24.7% | -11.9% |
| 3Y | +114.1% | +5.4% | +108.6% | +110.3% |
| 5Y | -5.8% | +2.7% | -8.5% | -7.8% |
| All | -4.5% | +2.3% | -6.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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