+70.0%
KRE vs DASH
+10.1%
+59.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.1% | -0.5% |
| 7D | +2.3% | -11.2% | +13.5% | +4.1% |
| 30D | -2.5% | -7.3% | +4.8% | -1.5% |
| 3M | +6.2% | +31.4% | -25.2% | +1.6% |
| 6M | +15.8% | +11.9% | +3.9% | +13.0% |
| YTD | +16.0% | -11.5% | +27.5% | +17.0% |
| 1Y | +16.2% | -20.0% | +36.2% | +18.3% |
| 3Y | +86.4% | +143.9% | -57.5% | +60.8% |
| 5Y | +33.0% | -0.2% | +33.2% | +15.3% |
| All | +70.0% | +10.1% | +59.9% | +45.2% |
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 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