+155.8%
DASH vs KVYO
-55.5%
+211.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.1% |
| 7D | -4.6% | -12.1% | +7.5% | -1.9% |
| 30D | -5.0% | -5.2% | +0.2% | -4.3% |
| 3M | +30.6% | +14.5% | +16.2% | +25.0% |
| 6M | +19.2% | -17.6% | +36.8% | +18.9% |
| YTD | -10.8% | -49.6% | +38.8% | -1.6% |
| 1Y | -22.4% | -48.6% | +26.2% | -15.5% |
| All | +155.8% | -55.5% | +211.3% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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