+114.8%
KMI vs DKS
+27.3%
+87.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.1% | -4.7% | +2.7% | -1.8% |
| 30D | -1.7% | -35.1% | +33.4% | +0.2% |
| 3M | -1.9% | -37.7% | +35.8% | +0.2% |
| 6M | -4.3% | -30.7% | +26.4% | -3.1% |
| YTD | +15.8% | -31.9% | +47.7% | +17.2% |
| 1Y | +17.6% | -40.0% | +57.6% | +20.0% |
| All | +114.8% | +27.3% | +87.5% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling