-35.3%
KEEL vs DKS
+14.7%
-50.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.7% |
| 30D | +0.8% | -32.7% | +33.6% | +17.2% |
| 3M | -35.3% | -38.8% | +3.5% | -21.8% |
| 6M | +59.4% | -29.4% | +88.8% | +76.2% |
| YTD | +51.9% | -30.3% | +82.2% | +69.9% |
| 1Y | +75.0% | -39.6% | +114.6% | +110.2% |
| 3Y | +224.5% | +32.2% | +192.4% | +119.0% |
| All | -35.3% | +14.7% | -50.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling