-16.6%
DASH vs KRMN
+35.5%
-52.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.5% | -10.9% | +6.3% | -2.9% |
| 30D | -6.8% | +34.9% | -41.7% | -13.1% |
| 3M | -20.7% | -32.8% | +12.1% | -15.9% |
| 6M | +15.1% | -39.6% | +54.6% | +23.4% |
| YTD | -24.3% | -44.4% | +20.2% | -20.4% |
| 1Y | -12.1% | -32.2% | +20.1% | -13.8% |
| All | -16.6% | +35.5% | -52.1% | -43.8% |
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