-1.9%
KWEB vs DKS
+29.1%
-31.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | -5.6% | -3.0% | -2.6% | -5.2% |
| 30D | -10.7% | -33.4% | +22.7% | -6.3% |
| 3M | -7.4% | -39.4% | +32.0% | -1.7% |
| 6M | -19.3% | -30.1% | +10.8% | -16.8% |
| YTD | -27.8% | -31.0% | +3.2% | -25.4% |
| 1Y | -35.9% | -40.2% | +4.2% | -32.3% |
| 3Y | -1.9% | +30.9% | -32.9% | -15.3% |
| All | -1.9% | +29.1% | -31.1% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling