+351.3%
KMB vs DKS
+6,292.4%
-5,941.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -3.0% | +3.0% | -6.0% | -3.3% |
| 30D | -5.5% | -30.5% | +25.1% | -3.0% |
| 3M | +14.0% | -35.7% | +49.7% | +17.7% |
| 6M | +4.1% | -29.7% | +33.8% | +6.5% |
| YTD | +8.0% | -28.9% | +36.9% | +10.3% |
| 1Y | -13.7% | -35.9% | +22.1% | -11.3% |
| 3Y | -5.9% | +28.2% | -34.1% | -10.9% |
| 5Y | -8.6% | +11.8% | -20.4% | -14.3% |
| 10Y | +17.3% | +211.6% | -194.3% | -6.4% |
| All | +351.3% | +6,292.4% | -5,941.1% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling