+1,290.0%
KDP vs DKS
+619.2%
+670.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.0% | +0.2% |
| 7D | +0.3% | +3.8% | -3.5% | -0.2% |
| 30D | +16.3% | +8.1% | +8.2% | +15.0% |
| 3M | +24.0% | -28.6% | +52.6% | +28.5% |
| 6M | +30.0% | -33.6% | +63.6% | +35.8% |
| YTD | +36.1% | -23.8% | +59.9% | +39.0% |
| 1Y | +46.8% | -30.7% | +77.6% | +51.9% |
| 3Y | +30.5% | +41.5% | -11.0% | +17.6% |
| 5Y | +17.9% | +23.0% | -5.1% | +5.1% |
| 10Y | +239.3% | +236.0% | +3.3% | +133.3% |
| All | +1,290.0% | +619.2% | +670.8% | +607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling