+6.4%
KDP vs DKS
+28.7%
-22.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +0.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.1% |
| 30D | +8.5% | -36.6% | +45.1% | +10.5% |
| 3M | +6.6% | -37.6% | +44.2% | +8.7% |
| 6M | +17.1% | -32.1% | +49.1% | +18.8% |
| YTD | +19.0% | -32.3% | +51.4% | +20.8% |
| 1Y | +21.8% | -39.5% | +61.3% | +24.0% |
| 3Y | +6.4% | +27.7% | -21.2% | -7.2% |
| All | +6.4% | +28.7% | -22.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling