-5.9%
DASH vs KWEB
-62.6%
+56.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -2.8% | +3.4% | -6.1% | -4.3% |
| 30D | -9.3% | -3.5% | -5.8% | -7.8% |
| 3M | -15.1% | -17.4% | +2.3% | -7.5% |
| 6M | +8.7% | -18.6% | +27.3% | +18.3% |
| YTD | -21.3% | -29.3% | +8.0% | -8.8% |
| 1Y | -12.7% | -35.9% | +23.3% | +5.9% |
| 3Y | +103.8% | -0.1% | +103.8% | +83.4% |
| 5Y | -16.8% | -41.2% | +24.4% | -5.7% |
| All | -5.9% | -62.6% | +56.7% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling