-17.2%
DASH vs KWEB
-34.1%
+16.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.9% | +7.1% |
| 7D | +17.2% | +5.8% | +11.4% | +15.5% |
| 30D | +3.6% | -1.0% | +4.5% | +3.5% |
| 3M | -1.9% | -15.8% | +14.0% | +1.4% |
| 6M | +15.1% | -14.9% | +30.0% | +17.0% |
| YTD | -12.3% | -28.6% | +16.3% | -5.3% |
| 1Y | -17.2% | -33.9% | +16.7% | -10.4% |
| All | -17.2% | -34.1% | +16.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling