+1,018.0%
KEYS vs DKS
+206.3%
+811.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.5% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | -4.5% | -32.7% | +28.3% | +1.7% |
| 3M | -0.4% | -38.8% | +38.4% | +7.6% |
| 6M | +19.1% | -29.4% | +48.6% | +24.7% |
| YTD | +66.7% | -30.3% | +97.0% | +74.7% |
| 1Y | +96.5% | -39.6% | +136.1% | +111.6% |
| 3Y | +155.2% | +32.2% | +123.0% | +132.7% |
| 5Y | +88.0% | +15.1% | +72.9% | +69.2% |
| All | +1,018.0% | +206.3% | +811.7% | +709.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling