-36.0%
DKI vs SPY
+20.8%
-56.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -0.4% |
| 7D | -19.2% | +0.1% | -19.3% | -19.4% |
| 30D | -21.3% | +0.1% | -21.3% | -21.4% |
| 3M | -51.0% | +2.0% | -53.0% | -55.1% |
| 6M | +580.4% | +13.0% | +567.4% | +355.0% |
| YTD | +813.0% | +13.5% | +799.4% | +530.9% |
| 1Y | -36.0% | +20.0% | -56.0% | -26.6% |
| All | -36.0% | +20.8% | -56.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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