-0.2%
DASH vs KWEB
-44.1%
+43.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.1% |
| 7D | -11.2% | -1.3% | -9.9% | -10.7% |
| 30D | -7.3% | -11.5% | +4.2% | -2.1% |
| 3M | +31.4% | -2.9% | +34.4% | +32.8% |
| 6M | +11.9% | -14.6% | +26.5% | +19.1% |
| YTD | -11.5% | -25.5% | +14.0% | +0.1% |
| 1Y | -20.0% | -31.1% | +11.1% | -6.4% |
| 3Y | +143.9% | +3.0% | +141.0% | +117.0% |
| 5Y | -0.2% | -42.6% | +42.4% | +14.8% |
| All | -0.2% | -44.1% | +43.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling