+17.4%
KEYS vs DKS
-30.2%
+47.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.7% |
| 7D | +2.9% | -2.9% | +5.8% | +2.9% |
| 30D | -1.3% | -37.7% | +36.4% | +0.7% |
| 3M | -0.1% | -38.9% | +38.8% | +1.5% |
| 6M | +17.4% | -31.1% | +48.5% | +12.1% |
| All | +17.4% | -30.2% | +47.6% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling