+90.1%
KEYS vs DKS
+13.6%
+76.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | +3.5% | -3.0% | +6.5% | +4.2% |
| 30D | -4.5% | -33.4% | +28.9% | +3.6% |
| 3M | -0.4% | -39.4% | +39.0% | +10.2% |
| 6M | +19.1% | -30.1% | +49.2% | +26.2% |
| YTD | +66.7% | -31.0% | +97.6% | +76.8% |
| 1Y | +96.5% | -40.2% | +136.6% | +116.3% |
| 3Y | +155.2% | +30.9% | +124.2% | +121.3% |
| All | +90.1% | +13.6% | +76.4% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling