+26.2%
KLAC vs DASH
-16.7%
+42.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.3% | -12.4% | -3.8% |
| 7D | -5.7% | +17.2% | -22.8% | -5.2% |
| 30D | -27.6% | +3.6% | -31.1% | -27.4% |
| 3M | -23.3% | -1.9% | -21.4% | -23.4% |
| 6M | -12.4% | +15.1% | -27.4% | -12.7% |
| YTD | +23.7% | -12.3% | +36.0% | +27.2% |
| 1Y | +26.2% | -17.2% | +43.4% | +30.1% |
| All | +26.2% | -16.7% | +42.9% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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