-43.1%
KHC vs DKS
+266.5%
-309.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | -1.9% | -30.5% | +28.7% | +1.2% |
| 3M | +14.4% | -35.7% | +50.1% | +18.9% |
| 6M | +8.7% | -29.7% | +38.4% | +11.7% |
| YTD | +7.8% | -28.9% | +36.6% | +10.5% |
| 1Y | -1.5% | -35.9% | +34.4% | +1.9% |
| 3Y | -9.9% | +28.2% | -38.0% | -15.8% |
| 5Y | -10.7% | +11.8% | -22.6% | -17.4% |
| 10Y | -55.7% | +211.6% | -267.3% | -67.2% |
| All | -43.1% | +266.5% | -309.7% | -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