+294.5%
KEEL vs DKS
+433.3%
-138.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +2.9% | -2.0% | +4.9% | +3.6% |
| 30D | +0.8% | -32.7% | +33.6% | +14.0% |
| 3M | -35.3% | -38.8% | +3.5% | -24.6% |
| 6M | +59.4% | -29.4% | +88.8% | +73.9% |
| YTD | +51.9% | -30.3% | +82.2% | +67.3% |
| 1Y | +75.0% | -39.6% | +114.6% | +103.8% |
| 3Y | +224.5% | +32.2% | +192.4% | +158.1% |
| 5Y | -35.9% | +15.1% | -51.0% | -49.6% |
| All | +294.5% | +433.3% | -138.8% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling