+133.4%
KR vs DKS
+206.3%
-73.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.5% |
| 7D | -0.2% | -2.0% | +1.9% | 0.0% |
| 30D | +5.1% | -32.7% | +37.8% | +7.4% |
| 3M | -8.2% | -38.8% | +30.6% | -5.6% |
| 6M | -18.0% | -29.4% | +11.4% | -16.7% |
| YTD | -4.8% | -30.3% | +25.5% | -3.2% |
| 1Y | -11.0% | -39.6% | +28.6% | -8.8% |
| 3Y | +37.7% | +32.2% | +5.5% | +28.4% |
| 5Y | +52.8% | +15.1% | +37.7% | +41.5% |
| All | +133.4% | +206.3% | -73.0% | +89.5% |
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 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