+149.8%
DASH vs KVYO
-55.7%
+205.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.1% | +7.5% | +0.4% |
| 7D | -12.8% | -15.7% | +2.9% | -9.5% |
| 30D | -6.0% | -9.0% | +2.9% | -4.6% |
| 3M | +26.7% | +10.1% | +16.6% | +22.3% |
| 6M | +11.7% | -20.6% | +32.3% | +12.5% |
| YTD | -12.9% | -49.9% | +37.0% | -3.7% |
| 1Y | -23.1% | -49.4% | +26.3% | -16.0% |
| All | +149.8% | -55.7% | +205.6% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling