+41.2%
KEY vs DKS
+11.8%
+29.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.2% | +3.0% | -0.8% | +1.4% |
| 30D | -3.0% | -30.5% | +27.5% | +5.0% |
| 3M | +3.3% | -35.7% | +39.0% | +14.2% |
| 6M | +9.2% | -29.7% | +38.9% | +17.0% |
| YTD | +10.6% | -28.9% | +39.5% | +17.9% |
| 1Y | +20.4% | -35.9% | +56.3% | +31.6% |
| 3Y | +121.8% | +28.2% | +93.7% | +88.4% |
| All | +41.2% | +11.8% | +29.4% | +17.1% |
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