+4.1%
DASH vs KWEB
-61.5%
+65.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.5% |
| 7D | -12.8% | -3.6% | -9.2% | -11.3% |
| 30D | -6.0% | -14.9% | +8.9% | +1.1% |
| 3M | +26.7% | -5.4% | +32.1% | +29.6% |
| 6M | +11.7% | -18.9% | +30.6% | +21.8% |
| YTD | -12.9% | -27.2% | +14.3% | -0.3% |
| 1Y | -23.1% | -34.2% | +11.1% | -7.9% |
| 3Y | +140.0% | +0.6% | +139.4% | +116.5% |
| 5Y | -5.1% | -43.5% | +38.4% | +9.3% |
| All | +4.1% | -61.5% | +65.6% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling