-7.0%
DASH vs KMI
+128.7%
-135.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +0.4% | -10.8% | +11.1% | +4.3% |
| 30D | -6.0% | -5.0% | -1.0% | -4.8% |
| 3M | -15.8% | -3.4% | -12.4% | -15.3% |
| 6M | +7.0% | -3.4% | +10.4% | +6.7% |
| YTD | -20.7% | +13.1% | -33.8% | -27.2% |
| 1Y | -8.5% | +19.0% | -27.6% | -18.2% |
| 3Y | +101.8% | +106.1% | -4.3% | +32.7% |
| All | -7.0% | +128.7% | -135.7% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling