-23.1%
DASH vs KWEB
-33.5%
+10.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -12.8% | -3.6% | -9.2% | -11.9% |
| 30D | -6.0% | -14.9% | +8.9% | -1.9% |
| 3M | +26.7% | -5.4% | +32.1% | +28.3% |
| 6M | +11.7% | -18.9% | +30.6% | +17.7% |
| YTD | -12.9% | -27.2% | +14.3% | -4.3% |
| 1Y | -23.1% | -34.2% | +11.1% | -10.8% |
| All | -23.1% | -33.5% | +10.4% | -10.8% |
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 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