+69.0%
KRE vs DASH
-0.6%
+69.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -0.4% | -4.8% | +4.4% | +0.3% |
| 30D | +6.4% | -7.9% | +14.3% | +7.5% |
| 3M | -3.1% | -16.3% | +13.3% | -0.9% |
| 6M | +6.4% | +10.4% | -4.0% | +4.0% |
| YTD | +15.3% | -20.1% | +35.4% | +17.7% |
| 1Y | +23.3% | -11.4% | +34.7% | +23.6% |
| 3Y | +93.6% | +114.1% | -20.5% | +70.0% |
| 5Y | +13.2% | -5.8% | +19.0% | -0.8% |
| All | +69.0% | -0.6% | +69.6% | +46.1% |
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 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