+89.3%
KLAC vs DKS
-39.2%
+128.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | -13.2% | -33.4% | +20.2% | -5.3% |
| 3M | -25.0% | -39.4% | +14.4% | -16.0% |
| 6M | +23.6% | -30.1% | +53.7% | +27.8% |
| YTD | +49.2% | -31.0% | +80.2% | +55.9% |
| 1Y | +89.3% | -40.2% | +129.5% | +110.3% |
| All | +89.3% | -39.2% | +128.5% | +110.3% |
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