+68.2%
KRE vs DASH
-2.1%
+70.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +0.3% | -2.8% | +3.1% | +0.6% |
| 30D | +5.9% | -9.3% | +15.2% | +7.2% |
| 3M | -3.3% | -15.1% | +11.7% | -1.4% |
| 6M | +5.8% | +8.7% | -2.9% | +3.7% |
| YTD | +14.7% | -21.3% | +36.0% | +17.3% |
| 1Y | +22.0% | -12.7% | +34.7% | +22.6% |
| 3Y | +91.6% | +103.8% | -12.2% | +69.4% |
| 5Y | +13.0% | -16.8% | +29.8% | -0.3% |
| All | +68.2% | -2.1% | +70.2% | +45.7% |
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