+150.6%
KMI vs DKS
+13.6%
+136.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.7% | -3.0% | +1.2% | -1.5% |
| 30D | -2.7% | -33.4% | +30.6% | -0.2% |
| 3M | -0.7% | -39.4% | +38.7% | +2.7% |
| 6M | -5.0% | -30.1% | +25.1% | -3.2% |
| YTD | +15.5% | -31.0% | +46.4% | +17.6% |
| 1Y | +16.4% | -40.2% | +56.6% | +20.0% |
| 3Y | +114.2% | +30.9% | +83.2% | +99.3% |
| All | +150.6% | +13.6% | +136.9% | +129.6% |
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