+170.0%
KEY vs DKS
+194.8%
-24.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.2% |
| 7D | +2.7% | -0.4% | +3.2% | +2.9% |
| 30D | -3.2% | -36.6% | +33.4% | +9.7% |
| 3M | +1.0% | -37.6% | +38.6% | +14.7% |
| 6M | +11.9% | -32.1% | +43.9% | +22.7% |
| YTD | +8.7% | -32.3% | +41.0% | +19.1% |
| 1Y | +18.5% | -39.5% | +58.0% | +34.1% |
| 3Y | +124.0% | +27.7% | +96.3% | +85.6% |
| 5Y | +40.8% | +15.0% | +25.8% | +13.6% |
| All | +170.0% | +194.8% | -24.8% | +17.3% |
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