+252.2%
KLAC vs DASH
-9.9%
+262.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.7% |
| 7D | -12.3% | +0.4% | -12.7% | -12.5% |
| 30D | -29.6% | -6.0% | -23.6% | -28.6% |
| 3M | -28.2% | -15.8% | -12.5% | -25.3% |
| 6M | -23.6% | +7.0% | -30.5% | -27.2% |
| YTD | +14.4% | -20.7% | +35.1% | +18.7% |
| 1Y | +15.4% | -8.5% | +24.0% | +13.6% |
| 3Y | +184.3% | +101.8% | +82.5% | +111.0% |
| All | +252.2% | -9.9% | +262.1% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling