+179.8%
KDP vs DKS
+197.0%
-17.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.5% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +9.5% | -37.7% | +47.2% | +14.2% |
| 3M | +2.6% | -38.9% | +41.6% | +7.2% |
| 6M | +15.6% | -31.1% | +46.7% | +19.0% |
| YTD | +17.3% | -31.8% | +49.1% | +20.7% |
| 1Y | +20.1% | -38.0% | +58.1% | +24.7% |
| 3Y | +4.9% | +28.6% | -23.7% | -2.4% |
| 5Y | +5.0% | +12.5% | -7.5% | -3.4% |
| 10Y | +179.8% | +198.3% | -18.6% | +97.7% |
| All | +179.8% | +197.0% | -17.3% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling