+94.3%
KEY vs DKS
+6,430.5%
-6,336.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.3% | -2.1% | +0.8% | -0.6% |
| 30D | +5.1% | +7.3% | -2.2% | +1.9% |
| 3M | -7.1% | -28.4% | +21.3% | +1.7% |
| 6M | -4.4% | -36.9% | +32.5% | +9.4% |
| YTD | +4.0% | -27.3% | +31.3% | +11.7% |
| 1Y | +23.4% | -33.2% | +56.6% | +36.7% |
| 3Y | +113.9% | +32.2% | +81.7% | +68.8% |
| 5Y | +12.3% | +22.3% | -9.9% | -15.1% |
| 10Y | +125.5% | +230.5% | -105.0% | -6.4% |
| All | +94.3% | +6,430.5% | -6,336.2% | -60.5% |
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 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