+666.5%
KLAC vs DASH
+16.3%
+650.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +11.9% | +8.6% |
| 7D | +5.7% | -10.6% | +16.3% | +8.9% |
| 30D | -3.6% | +2.2% | -5.8% | -4.5% |
| 3M | -12.8% | +32.3% | -45.1% | -20.4% |
| 6M | +26.1% | +19.1% | +6.9% | +17.2% |
| YTD | +53.3% | -6.5% | +59.8% | +52.4% |
| 1Y | +113.7% | -14.9% | +128.6% | +116.7% |
| 3Y | +274.9% | +151.9% | +122.9% | +171.1% |
| 5Y | +470.1% | +9.4% | +460.7% | +342.7% |
| All | +666.5% | +16.3% | +650.2% | +476.2% |
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