+95.2%
KO vs DASH
+10.1%
+85.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | +0.4% |
| 7D | +0.4% | -11.2% | +11.6% | +0.6% |
| 30D | +1.5% | -7.3% | +8.8% | +1.6% |
| 3M | +11.8% | +31.4% | -19.6% | +11.5% |
| 6M | +16.2% | +11.9% | +4.4% | +16.1% |
| YTD | +28.1% | -11.5% | +39.6% | +28.3% |
| 1Y | +34.8% | -20.0% | +54.8% | +35.1% |
| 3Y | +65.5% | +143.9% | -78.5% | +61.2% |
| 5Y | +81.6% | -0.2% | +81.8% | +71.7% |
| All | +95.2% | +10.1% | +85.0% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling