-42.1%
KWEB vs DKS
+14.7%
-56.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -5.6% | -2.0% | -3.5% | -5.2% |
| 30D | -10.7% | -32.7% | +22.1% | -4.7% |
| 3M | -7.4% | -38.8% | +31.4% | +0.6% |
| 6M | -19.3% | -29.4% | +10.1% | -15.6% |
| YTD | -27.8% | -30.3% | +2.6% | -24.4% |
| 1Y | -35.9% | -39.6% | +3.7% | -30.9% |
| 3Y | -1.9% | +32.2% | -34.1% | -17.0% |
| All | -42.1% | +14.7% | -56.8% | -55.6% |
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