+32.2%
DKS vs MKC
-31.4%
+63.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.0% | -1.5% | -0.6% | -1.7% |
| 30D | -32.7% | -3.1% | -29.6% | -31.9% |
| 3M | -38.8% | +5.2% | -44.0% | -38.8% |
| 6M | -29.4% | -12.8% | -16.6% | -27.8% |
| YTD | -30.3% | -23.3% | -7.0% | -27.7% |
| 1Y | -39.6% | -24.1% | -15.5% | -37.2% |
| 3Y | +32.2% | -32.1% | +64.3% | +43.1% |
| All | +32.2% | -31.4% | +63.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling