-20.3%
KMB vs DKS
-39.2%
+18.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.4% |
| 7D | -6.5% | -3.0% | -3.5% | -6.3% |
| 30D | -8.8% | -33.4% | +24.6% | -7.0% |
| 3M | -2.2% | -39.4% | +37.2% | +0.2% |
| 6M | +0.7% | -30.1% | +30.8% | +2.9% |
| YTD | +1.0% | -31.0% | +32.0% | +2.8% |
| 1Y | -20.3% | -40.2% | +19.9% | -18.4% |
| All | -20.3% | -39.2% | +18.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling