-6.6%
KMB vs DKS
+33.7%
-40.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | +3.0% | -6.0% | -3.1% |
| 30D | -5.5% | -30.5% | +25.1% | -4.7% |
| 3M | +14.0% | -35.7% | +49.7% | +15.1% |
| 6M | +4.1% | -29.7% | +33.8% | +5.0% |
| YTD | +8.0% | -28.9% | +36.9% | +8.9% |
| 1Y | -13.7% | -35.9% | +22.1% | -12.9% |
| All | -6.6% | +33.7% | -40.3% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling