+286.1%
KLAC vs DASH
-30.7%
+316.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -3.0% |
| 7D | +10.0% | -4.5% | +14.5% | +11.5% |
| 30D | -14.8% | -6.8% | -8.0% | -13.3% |
| 3M | -27.2% | -20.7% | -6.5% | -22.7% |
| 6M | -17.5% | +15.1% | -32.5% | -23.3% |
| YTD | +25.8% | -24.3% | +50.1% | +32.4% |
| 1Y | +31.8% | -12.1% | +44.0% | +31.3% |
| 3Y | +195.3% | +91.1% | +104.2% | +120.7% |
| All | +286.1% | -30.7% | +316.9% | +187.9% |
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