-56.0%
KHC vs DKS
+199.2%
-255.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.5% | -4.7% | +2.2% | -2.1% |
| 30D | +0.5% | -35.1% | +35.6% | +4.2% |
| 3M | +3.0% | -37.7% | +40.8% | +7.1% |
| 6M | +6.6% | -30.7% | +37.4% | +9.5% |
| YTD | +5.8% | -31.9% | +37.7% | +8.7% |
| 1Y | -2.2% | -40.0% | +37.8% | +1.5% |
| 3Y | -12.5% | +28.4% | -41.0% | -17.9% |
| 5Y | -13.6% | +12.4% | -26.0% | -19.7% |
| All | -56.0% | +199.2% | -255.2% | -68.0% |
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 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