+19.6%
KWEB vs DKS
+252.7%
-233.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.3% | -4.7% | +0.4% | -3.5% |
| 30D | -13.0% | -35.1% | +22.1% | -7.4% |
| 3M | -7.6% | -37.7% | +30.2% | -1.2% |
| 6M | -21.1% | -30.7% | +9.6% | -17.6% |
| YTD | -28.2% | -31.9% | +3.7% | -24.9% |
| 1Y | -34.9% | -40.0% | +5.1% | -30.4% |
| 3Y | -0.8% | +28.4% | -29.2% | -10.1% |
| 5Y | -43.6% | +12.4% | -56.0% | -49.6% |
| 10Y | -21.7% | +197.8% | -219.5% | -44.1% |
| All | +19.6% | +252.7% | -233.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling