+696.7%
KKR vs DKS
+206.3%
+490.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -6.2% | -2.0% | -4.1% | -5.6% |
| 30D | -8.9% | -32.7% | +23.9% | +0.7% |
| 3M | +6.3% | -38.8% | +45.1% | +20.5% |
| 6M | +16.5% | -29.4% | +45.9% | +25.3% |
| YTD | -20.3% | -30.3% | +10.0% | -13.9% |
| 1Y | -29.8% | -39.6% | +9.8% | -21.0% |
| 3Y | +63.2% | +32.2% | +31.0% | +40.6% |
| 5Y | +68.0% | +15.1% | +52.9% | +43.4% |
| All | +696.7% | +206.3% | +490.4% | +337.3% |
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