-4.5%
DASH vs KWEB
-62.2%
+57.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.8% |
| 7D | -4.8% | +4.1% | -8.9% | -6.6% |
| 30D | -7.9% | -2.5% | -5.4% | -6.8% |
| 3M | -16.3% | -15.2% | -1.1% | -10.0% |
| 6M | +10.4% | -17.7% | +28.1% | +19.5% |
| YTD | -20.1% | -28.6% | +8.5% | -7.9% |
| 1Y | -11.4% | -33.8% | +22.4% | +5.8% |
| 3Y | +114.1% | +1.2% | +112.9% | +91.5% |
| 5Y | -5.8% | -39.2% | +33.4% | +5.3% |
| All | -4.5% | -62.2% | +57.7% | +47.7% |
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