+59.6%
KEYS vs DKS
-29.5%
+89.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.7% | -14.0% | -6.4% |
| 7D | -14.8% | +8.4% | -23.2% | -14.9% |
| 30D | -25.6% | +7.7% | -33.3% | -25.8% |
| 3M | -16.2% | -25.8% | +9.5% | -13.9% |
| 6M | -18.6% | -31.0% | +12.4% | -15.7% |
| YTD | +40.7% | -23.8% | +64.5% | +40.0% |
| 1Y | +59.6% | -29.8% | +89.4% | +62.3% |
| All | +59.6% | -29.5% | +89.1% | +62.3% |
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