+368.1%
KMB vs DKS
+6,836.7%
-6,468.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +10.2% | +8.9% | +1.3% | +9.4% |
| 3M | +1.5% | -26.4% | +27.8% | +3.5% |
| 6M | +16.6% | -31.1% | +47.7% | +19.5% |
| YTD | +12.1% | -22.8% | +34.9% | +13.5% |
| 1Y | +11.1% | -29.5% | +40.6% | +13.3% |
| 3Y | +1.9% | +42.8% | -40.9% | -4.4% |
| 5Y | -1.3% | +29.2% | -30.4% | -8.5% |
| 10Y | +37.8% | +235.0% | -197.2% | +9.3% |
| All | +368.1% | +6,836.7% | -6,468.6% | +174.4% |
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