+531.8%
KLAC vs DASH
-2.1%
+533.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -21.8% | -9.3% | -12.5% | -19.9% |
| 3M | -20.5% | -15.1% | -5.5% | -17.7% |
| 6M | -18.0% | +8.7% | -26.7% | -21.8% |
| YTD | +26.4% | -21.3% | +47.7% | +30.9% |
| 1Y | +26.3% | -12.7% | +38.9% | +26.3% |
| 3Y | +193.3% | +103.8% | +89.5% | +124.6% |
| 5Y | +297.2% | -16.8% | +314.0% | +228.2% |
| All | +531.8% | -2.1% | +533.9% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling