+93.9%
DASH vs KVUE
-0.1%
+94.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | -6.8% | +0.9% | -7.7% | -6.8% |
| 30D | +2.0% | +1.4% | +0.6% | +2.0% |
| 3M | -10.2% | -1.9% | -8.3% | -10.2% |
| 6M | -19.8% | +6.7% | -26.5% | -19.9% |
| YTD | -27.6% | +3.1% | -30.8% | -27.7% |
| 1Y | -10.4% | -23.7% | +13.3% | -7.0% |
| All | +93.9% | -0.1% | +94.0% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling