+4.1%
DASH vs KR
+103.8%
-99.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -12.8% | -3.1% | -9.8% | -12.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.0% |
| 3M | +26.7% | -9.8% | +36.5% | +27.1% |
| 6M | +11.7% | -22.1% | +33.8% | +12.8% |
| YTD | -12.9% | -8.1% | -4.8% | -13.2% |
| 1Y | -23.1% | -14.7% | -8.5% | -22.9% |
| 3Y | +140.0% | +28.6% | +111.5% | +127.3% |
| 5Y | -5.1% | +36.4% | -41.4% | -11.9% |
| All | +4.1% | +103.8% | -99.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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