+83.1%
KO vs DASH
+94.3%
-11.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | +11.5% | -6.0% | +17.5% | +11.4% |
| 3M | +10.8% | -15.8% | +26.6% | +10.6% |
| 6M | +22.3% | +7.0% | +15.3% | +22.9% |
| YTD | +39.5% | -20.7% | +60.2% | +39.6% |
| 1Y | +42.2% | -8.5% | +50.8% | +42.5% |
| 3Y | +83.1% | +101.8% | -18.7% | +79.1% |
| All | +83.1% | +94.3% | -11.2% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling