-7.0%
DASH vs KR
+78.8%
-85.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -6.0% | +14.3% | -20.3% | -6.4% |
| 3M | -15.8% | +18.9% | -34.7% | -16.2% |
| 6M | +7.0% | +3.8% | +3.2% | +6.6% |
| YTD | -20.7% | +10.2% | -30.9% | -21.5% |
| 1Y | -8.5% | +9.2% | -17.7% | -9.4% |
| 3Y | +101.8% | +60.3% | +41.5% | +88.7% |
| All | -7.0% | +78.8% | -85.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling