-42.5%
KHC vs DKS
+298.1%
-340.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.3% |
| 7D | +2.0% | +6.3% | -4.3% | +1.4% |
| 30D | +10.6% | +9.3% | +1.3% | +9.6% |
| 3M | +0.5% | -25.3% | +25.8% | +2.8% |
| 6M | +12.1% | -29.2% | +41.2% | +15.0% |
| YTD | +8.9% | -22.7% | +31.6% | +10.5% |
| 1Y | +7.5% | -30.1% | +37.6% | +10.1% |
| 3Y | -10.7% | +45.6% | -56.4% | -17.8% |
| 5Y | -13.2% | +28.5% | -41.6% | -21.0% |
| 10Y | -50.6% | +235.2% | -285.8% | -63.6% |
| All | -42.5% | +298.1% | -340.6% | -59.1% |
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