+645.0%
KO vs DKS
+6,016.3%
-5,371.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -4.7% | +3.6% | -0.6% |
| 30D | +1.6% | -35.1% | +36.6% | +5.5% |
| 3M | +5.8% | -37.7% | +43.5% | +10.2% |
| 6M | +14.3% | -30.7% | +45.0% | +17.5% |
| YTD | +27.3% | -31.9% | +59.2% | +31.0% |
| 1Y | +33.2% | -40.0% | +73.2% | +38.6% |
| 3Y | +64.5% | +28.4% | +36.1% | +53.3% |
| 5Y | +83.1% | +12.4% | +70.7% | +68.8% |
| 10Y | +183.9% | +197.8% | -13.9% | +116.6% |
| All | +645.0% | +6,016.3% | -5,371.3% | +398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling