-13.5%
KHC vs DKS
+27.5%
-41.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -4.8% | -2.9% | -1.9% | -4.6% |
| 30D | +0.3% | -37.7% | +38.0% | +2.8% |
| 3M | +6.7% | -38.9% | +45.6% | +9.4% |
| 6M | +4.2% | -31.1% | +35.3% | +6.0% |
| YTD | +6.7% | -31.8% | +38.6% | +8.5% |
| 1Y | -1.4% | -38.0% | +36.6% | +0.8% |
| All | -13.5% | +27.5% | -41.1% | -23.4% |
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