+94.5%
KO vs DASH
+16.3%
+78.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | -1.8% | -10.6% | +8.8% | -1.6% |
| 30D | +1.4% | +2.2% | -0.7% | +1.4% |
| 3M | +15.4% | +32.3% | -16.9% | +15.0% |
| 6M | +14.3% | +19.1% | -4.8% | +14.0% |
| YTD | +27.7% | -6.5% | +34.2% | +27.8% |
| 1Y | +32.7% | -14.9% | +47.6% | +32.9% |
| 3Y | +62.2% | +151.9% | -89.7% | +58.0% |
| 5Y | +80.0% | +9.4% | +70.5% | +70.2% |
| All | +94.5% | +16.3% | +78.2% | +84.6% |
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