-10.9%
KMB vs DKS
+9.4%
-20.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -1.8% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -5.0% | -36.6% | +31.6% | -3.6% |
| 3M | +6.6% | -37.6% | +44.2% | +8.2% |
| 6M | +1.0% | -32.1% | +33.0% | +2.2% |
| YTD | +6.0% | -32.3% | +38.3% | +7.2% |
| 1Y | -16.6% | -39.5% | +22.9% | -15.4% |
| 3Y | -8.6% | +27.7% | -36.3% | -11.3% |
| 5Y | -10.9% | +15.0% | -25.9% | -15.7% |
| All | -10.9% | +9.4% | -20.3% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling