+113.4%
KO vs DASH
-0.6%
+113.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +0.2% | -4.8% | +5.0% | +0.3% |
| 30D | +9.1% | -7.9% | +17.0% | +9.2% |
| 3M | +11.0% | -16.3% | +27.3% | +11.2% |
| 6M | +24.0% | +10.4% | +13.6% | +23.8% |
| YTD | +40.0% | -20.1% | +60.1% | +40.4% |
| 1Y | +39.7% | -11.4% | +51.2% | +39.9% |
| 3Y | +84.8% | +114.1% | -29.3% | +80.5% |
| 5Y | +96.8% | -5.8% | +102.5% | +86.4% |
| All | +113.4% | -0.6% | +113.9% | +102.9% |
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 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