-24.5%
KVUE vs DKS
+3.6%
-28.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | -6.3% | -32.7% | +26.4% | -5.6% |
| 3M | -0.5% | -38.8% | +38.3% | +0.5% |
| 6M | +3.1% | -29.4% | +32.5% | +3.9% |
| YTD | +6.7% | -30.3% | +37.0% | +7.5% |
| 1Y | -1.1% | -39.6% | +38.5% | -0.2% |
| 3Y | -8.7% | +32.2% | -40.9% | -7.3% |
| All | -24.5% | +3.6% | -28.1% | -25.4% |
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 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