+153.0%
DASH vs KMI
+112.2%
+40.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -10.6% | -0.5% | -10.1% | -10.4% |
| 30D | +2.2% | +0.9% | +1.3% | +1.8% |
| 3M | +32.3% | 0.0% | +32.3% | +31.7% |
| 6M | +19.1% | -5.7% | +24.8% | +20.7% |
| YTD | -6.5% | +17.5% | -24.0% | -13.7% |
| 1Y | -14.9% | +22.3% | -37.2% | -23.2% |
| All | +153.0% | +112.2% | +40.8% | +69.3% |
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