+66.9%
KRE vs DASH
-5.2%
+72.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | +0.3% | -4.1% | +4.4% | +0.9% |
| 30D | +5.0% | -10.6% | +15.6% | +6.5% |
| 3M | -5.7% | -18.8% | +13.0% | -3.2% |
| 6M | +7.5% | +11.2% | -3.7% | +5.0% |
| YTD | +13.8% | -23.8% | +37.6% | +17.0% |
| 1Y | +20.7% | -12.2% | +32.8% | +21.1% |
| 3Y | +90.1% | +97.3% | -7.2% | +68.8% |
| 5Y | +11.5% | -29.8% | +41.4% | -0.4% |
| All | +66.9% | -5.2% | +72.0% | +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