+42.7%
MKSI vs DKS
-29.5%
+72.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +7.7% | -12.7% | -5.6% |
| 7D | -10.7% | +8.4% | -19.1% | -11.3% |
| 30D | -30.5% | +7.7% | -38.2% | -31.2% |
| 3M | -39.2% | -25.8% | -13.4% | -36.2% |
| 6M | -33.0% | -31.0% | -2.0% | -29.1% |
| YTD | +22.3% | -23.8% | +46.1% | +23.2% |
| 1Y | +42.7% | -29.8% | +72.5% | +46.0% |
| All | +42.7% | -29.5% | +72.2% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling