+376.2%
KMB vs DKS
+6,856.2%
-6,479.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +6.0% | +9.4% | -3.4% | +5.2% |
| 30D | +13.5% | +9.8% | +3.7% | +12.6% |
| 3M | +3.8% | -29.3% | +33.0% | +6.2% |
| 6M | +15.6% | -32.6% | +48.1% | +18.7% |
| YTD | +14.0% | -22.6% | +36.6% | +15.4% |
| 1Y | +12.9% | -29.8% | +42.8% | +15.2% |
| 3Y | +3.7% | +43.2% | -39.5% | -2.7% |
| 5Y | -0.1% | +29.8% | -29.9% | -7.4% |
| 10Y | +41.1% | +236.7% | -195.5% | +11.9% |
| All | +376.2% | +6,856.2% | -6,479.9% | +179.2% |
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