+160.2%
KNX vs DKS
+206.3%
-46.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.1% |
| 7D | -5.6% | -2.0% | -3.5% | -5.1% |
| 30D | -4.4% | -32.7% | +28.3% | +3.5% |
| 3M | -17.3% | -38.8% | +21.5% | -8.5% |
| 6M | +22.6% | -29.4% | +52.1% | +30.5% |
| YTD | +31.1% | -30.3% | +61.5% | +39.8% |
| 1Y | +60.2% | -39.6% | +99.8% | +76.4% |
| 3Y | +35.8% | +32.2% | +3.6% | +21.4% |
| 5Y | +38.9% | +15.1% | +23.8% | +23.0% |
| All | +160.2% | +206.3% | -46.1% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling