+26.8%
KEY vs DKS
-30.6%
+57.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.2% |
| 7D | +2.9% | +6.3% | -3.4% | +2.0% |
| 30D | +8.4% | +9.3% | -0.9% | +7.1% |
| 3M | -5.8% | -25.3% | +19.5% | -1.7% |
| 6M | +5.4% | -29.2% | +34.6% | +10.6% |
| YTD | +7.1% | -22.7% | +29.8% | +9.3% |
| 1Y | +26.8% | -30.1% | +56.9% | +32.8% |
| All | +26.8% | -30.6% | +57.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling