+12.5%
KHC vs DKS
-29.5%
+41.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -4.0% | +3.2% |
| 7D | +6.6% | +8.4% | -1.8% | +6.0% |
| 30D | +16.5% | +7.7% | +8.8% | +15.9% |
| 3M | -3.0% | -25.8% | +22.8% | -1.6% |
| 6M | +17.4% | -31.0% | +48.4% | +19.0% |
| YTD | +10.3% | -23.8% | +34.1% | +11.7% |
| 1Y | +12.5% | -29.8% | +42.3% | +14.0% |
| All | +12.5% | -29.5% | +41.9% | +14.0% |
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