Keels help you sail in a straight line. They are also a great place to put a bilge, bilge pump, and tankage. What you want is a keel that is very narrow in width when going to weather, and a little fatter going downwind. I don't know how to make my keel do this, but when I do figure it out you'll be the first to know. This is a negative.
Longer keels are harder to knock off course than shorter keels.
Longer keels are harder to put back on course than shorter keels. Longer keels have more wetted surface than shorter keels, which hurts light air performance. Deeper keels go to windward better than shallow keels. Deeper keels get the ballast lower in the boat, which helps sail carrying ability. Deeper 21 keels find the bottom sooner than shallow keels.