+17.9%
KDP vs DKS
+27.3%
-9.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | +0.4% |
| 7D | +0.3% | +3.8% | -3.5% | 0.0% |
| 30D | +16.3% | +8.1% | +8.2% | +15.6% |
| 3M | +24.0% | -28.6% | +52.6% | +26.3% |
| 6M | +30.0% | -33.6% | +63.6% | +33.0% |
| YTD | +36.1% | -23.8% | +59.9% | +37.6% |
| 1Y | +46.8% | -30.7% | +77.6% | +49.4% |
| 3Y | +30.5% | +41.5% | -11.0% | +21.0% |
| 5Y | +17.9% | +23.0% | -5.1% | +6.9% |
| All | +17.9% | +27.3% | -9.4% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling