-0.1%
KMB vs DKS
+26.9%
-27.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +6.0% | +9.4% | -3.4% | +5.6% |
| 30D | +13.5% | +9.8% | +3.7% | +13.0% |
| 3M | +3.8% | -29.3% | +33.0% | +4.8% |
| 6M | +15.6% | -32.6% | +48.1% | +16.8% |
| YTD | +14.0% | -22.6% | +36.6% | +14.6% |
| 1Y | +12.9% | -29.8% | +42.8% | +13.9% |
| 3Y | +3.7% | +43.2% | -39.5% | 0.0% |
| 5Y | -0.1% | +29.8% | -29.9% | -5.7% |
| All | -0.1% | +26.9% | -27.0% | -5.7% |
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