+43.5%
KDP vs DKS
-29.5%
+73.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.7% | -1.8% | +5.0% |
| 7D | +5.3% | +8.4% | -3.1% | +4.4% |
| 30D | +19.1% | +7.7% | +11.4% | +18.1% |
| 3M | +19.2% | -25.8% | +44.9% | +20.4% |
| 6M | +29.3% | -31.0% | +60.3% | +31.6% |
| YTD | +35.5% | -23.8% | +59.3% | +36.3% |
| 1Y | +43.5% | -29.8% | +73.3% | +44.8% |
| All | +43.5% | -29.5% | +73.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling