+96.0%
KEYS vs DKS
-32.3%
+128.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +2.3% | +3.0% | -0.7% | +2.0% |
| 30D | -2.6% | -30.5% | +27.9% | +1.0% |
| 3M | -4.6% | -35.7% | +31.1% | 0.0% |
| 6M | +8.7% | -29.7% | +38.4% | +10.5% |
| YTD | +61.0% | -28.9% | +89.9% | +62.6% |
| 1Y | +96.0% | -35.9% | +131.9% | +103.9% |
| All | +96.0% | -32.3% | +128.3% | +103.9% |
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