+99.5%
KEY vs DKS
+6,749.1%
-6,649.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +0.8% |
| 7D | -0.4% | +3.8% | -4.2% | -2.0% |
| 30D | +7.2% | +8.1% | -0.9% | +3.6% |
| 3M | -4.9% | -28.6% | +23.7% | +4.4% |
| 6M | +1.1% | -33.6% | +34.7% | +13.3% |
| YTD | +6.8% | -23.8% | +30.6% | +12.6% |
| 1Y | +23.3% | -30.7% | +54.0% | +34.7% |
| 3Y | +126.1% | +41.5% | +84.6% | +73.6% |
| 5Y | +15.2% | +23.0% | -7.8% | -13.0% |
| 10Y | +113.6% | +236.0% | -122.4% | -11.7% |
| All | +99.5% | +6,749.1% | -6,649.6% | -60.2% |
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