+280.1%
KEEL vs DKS
+420.9%
-140.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +2.7% | -4.7% | +7.4% | +4.5% |
| 30D | +4.6% | -35.1% | +39.6% | +19.9% |
| 3M | -34.5% | -37.7% | +3.2% | -24.3% |
| 6M | +59.3% | -30.7% | +90.0% | +75.0% |
| YTD | +46.4% | -31.9% | +78.3% | +62.7% |
| 1Y | +96.6% | -40.0% | +136.6% | +129.6% |
| 3Y | +182.0% | +28.4% | +153.6% | +126.9% |
| 5Y | -38.2% | +12.4% | -50.7% | -51.0% |
| All | +280.1% | +420.9% | -140.8% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling