+65.4%
KNX vs DKS
-32.3%
+97.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +7.1% | +3.0% | +4.1% | +6.5% |
| 30D | +1.7% | -30.5% | +32.2% | +8.6% |
| 3M | -8.1% | -35.7% | +27.6% | +0.2% |
| 6M | +14.0% | -29.7% | +43.7% | +20.5% |
| YTD | +38.5% | -28.9% | +67.4% | +45.3% |
| 1Y | +65.4% | -35.9% | +101.3% | +77.5% |
| All | +65.4% | -32.3% | +97.7% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling