-53.8%
DKI vs SPY
+17.2%
-71.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -9.4% |
| 7D | -16.0% | -2.0% | -14.0% | -8.8% |
| 30D | -37.0% | -1.7% | -35.3% | -32.6% |
| 3M | -51.8% | +4.7% | -56.5% | -61.2% |
| 6M | +466.5% | +12.5% | +454.0% | +291.3% |
| YTD | +681.6% | +11.7% | +669.9% | +476.1% |
| 1Y | -53.8% | +17.5% | -71.3% | -53.3% |
| All | -53.8% | +17.2% | -71.1% | -53.3% |
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