+101.8%
DASH vs KMI
+102.8%
-1.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | +0.4% | -10.8% | +11.1% | +2.2% |
| 30D | -6.0% | -5.0% | -1.0% | -5.6% |
| 3M | -15.8% | -3.4% | -12.4% | -15.7% |
| 6M | +7.0% | -3.4% | +10.4% | +6.4% |
| YTD | -20.7% | +13.1% | -33.8% | -25.9% |
| 1Y | -8.5% | +19.0% | -27.6% | -16.4% |
| 3Y | +101.8% | +106.1% | -4.3% | +62.0% |
| All | +101.8% | +102.8% | -1.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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