-29.8%
DASH vs KMI
+149.2%
-179.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.7% |
| 7D | -4.1% | +6.0% | -10.1% | -6.1% |
| 30D | -10.6% | -3.4% | -7.2% | -9.8% |
| 3M | -18.8% | +1.8% | -20.6% | -19.8% |
| 6M | +11.2% | +0.4% | +10.8% | +9.7% |
| YTD | -23.8% | +20.8% | -44.6% | -31.8% |
| 1Y | -12.2% | +23.0% | -35.2% | -22.1% |
| 3Y | +97.3% | +123.3% | -26.0% | +24.7% |
| 5Y | -29.8% | +149.8% | -179.6% | -56.4% |
| All | -29.8% | +149.2% | -179.0% | -56.4% |
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