-2.5%
DASH vs KRMN
+32.3%
-34.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -11.2% | -3.4% | -7.8% | -10.6% |
| 30D | -7.3% | -31.8% | +24.5% | -0.5% |
| 3M | +31.4% | -20.0% | +51.5% | +35.3% |
| 6M | +11.9% | -60.5% | +72.4% | +33.7% |
| YTD | -11.5% | -45.8% | +34.3% | -5.1% |
| 1Y | -20.0% | -36.4% | +16.3% | -18.8% |
| All | -2.5% | +32.3% | -34.8% | -33.0% |
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