+113.7%
KLAC vs DKS
-32.3%
+146.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.4% |
| 7D | +5.7% | +3.0% | +2.7% | +5.1% |
| 30D | -3.6% | -30.5% | +26.9% | +3.8% |
| 3M | -12.8% | -35.7% | +22.9% | -4.2% |
| 6M | +26.1% | -29.7% | +55.7% | +31.4% |
| YTD | +53.3% | -28.9% | +82.2% | +59.5% |
| 1Y | +113.7% | -35.9% | +149.5% | +133.0% |
| All | +113.7% | -32.3% | +146.0% | +133.0% |
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