-22.5%
KWEB vs DKS
+206.3%
-228.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | -5.6% | -2.0% | -3.5% | -5.3% |
| 30D | -10.7% | -32.7% | +22.1% | -5.8% |
| 3M | -7.4% | -38.8% | +31.4% | -1.1% |
| 6M | -19.3% | -29.4% | +10.1% | -16.2% |
| YTD | -27.8% | -30.3% | +2.6% | -24.9% |
| 1Y | -35.9% | -39.6% | +3.7% | -31.9% |
| 3Y | -1.9% | +32.2% | -34.1% | -10.9% |
| 5Y | -43.2% | +15.1% | -58.3% | -49.2% |
| All | -22.5% | +206.3% | -228.9% | -45.2% |
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