+96.5%
KEYS vs DKS
-38.6%
+135.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.8% |
| 7D | +3.5% | -2.0% | +5.5% | +3.6% |
| 30D | -4.5% | -32.7% | +28.3% | -0.4% |
| 3M | -0.4% | -38.8% | +38.4% | +5.6% |
| 6M | +19.1% | -29.4% | +48.6% | +20.3% |
| YTD | +66.7% | -30.3% | +97.0% | +68.4% |
| 1Y | +96.5% | -39.6% | +136.1% | +105.1% |
| All | +96.5% | -38.6% | +135.1% | +105.1% |
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