-12.0%
DASH vs KRMN
+53.0%
-65.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -4.8% | +17.3% | -22.1% | -8.0% |
| 30D | -7.9% | +40.8% | -48.7% | -14.4% |
| 3M | -16.3% | -21.2% | +4.9% | -13.6% |
| 6M | +10.4% | -24.6% | +34.9% | +13.3% |
| YTD | -20.1% | -37.3% | +17.2% | -17.5% |
| 1Y | -11.4% | -35.1% | +23.6% | -10.2% |
| All | -12.0% | +53.0% | -65.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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