+1,071.7%
KEYS vs DKS
+315.0%
+756.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +2.9% | -2.9% | +5.8% | +3.5% |
| 30D | -1.3% | -37.7% | +36.4% | +6.8% |
| 3M | -0.1% | -38.9% | +38.8% | +8.2% |
| 6M | +17.4% | -31.1% | +48.5% | +23.6% |
| YTD | +62.9% | -31.8% | +94.7% | +71.7% |
| 1Y | +95.7% | -38.0% | +133.8% | +110.0% |
| 3Y | +150.2% | +28.6% | +121.6% | +128.3% |
| 5Y | +83.1% | +12.5% | +70.6% | +64.8% |
| 10Y | +1,020.9% | +198.3% | +822.6% | +703.8% |
| All | +1,071.7% | +315.0% | +756.7% | +674.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling