-12.3%
KHC vs DKS
+14.6%
-27.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | -0.1% | -36.6% | +36.5% | +1.8% |
| 3M | +8.3% | -37.6% | +46.0% | +10.4% |
| 6M | +5.0% | -32.1% | +37.0% | +6.5% |
| YTD | +8.0% | -32.3% | +40.3% | +9.5% |
| 1Y | -1.1% | -39.5% | +38.4% | +0.7% |
| 3Y | -10.7% | +27.7% | -38.4% | -12.6% |
| All | -12.3% | +14.6% | -27.0% | -14.6% |
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