+213.9%
DASH vs KVUE
-20.6%
+234.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.3% |
| 7D | -12.8% | -7.2% | -5.6% | -12.2% |
| 30D | -6.0% | -5.7% | -0.3% | -5.5% |
| 3M | +26.7% | +0.2% | +26.6% | +27.0% |
| 6M | +11.7% | 0.0% | +11.7% | +11.9% |
| YTD | -12.9% | +6.5% | -19.4% | -13.0% |
| 1Y | -23.1% | -1.4% | -21.7% | -21.9% |
| 3Y | +140.0% | -5.6% | +145.6% | +144.8% |
| All | +213.9% | -20.6% | +234.5% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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