+12.2%
KEY vs DKS
+21.0%
-8.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +5.1% | +7.3% | -2.2% | +2.9% |
| 3M | -7.1% | -28.4% | +21.3% | -0.6% |
| 6M | -4.4% | -36.9% | +32.5% | +5.8% |
| YTD | +4.0% | -27.3% | +31.3% | +9.8% |
| 1Y | +23.4% | -33.2% | +56.6% | +33.4% |
| 3Y | +113.9% | +32.2% | +81.7% | +78.2% |
| All | +12.2% | +21.0% | -8.8% | -13.5% |
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