+81.6%
KO vs DKS
+12.1%
+69.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -4.7% | +3.6% | -0.9% |
| 30D | +1.6% | -35.1% | +36.6% | +3.1% |
| 3M | +5.8% | -37.7% | +43.5% | +7.5% |
| 6M | +14.3% | -30.7% | +45.0% | +15.6% |
| YTD | +27.3% | -31.9% | +59.2% | +28.8% |
| 1Y | +33.2% | -40.0% | +73.2% | +35.3% |
| 3Y | +64.5% | +28.4% | +36.1% | +56.2% |
| All | +81.6% | +12.1% | +69.6% | +69.3% |
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