+430.6%
KLAC vs DKS
+12.8%
+417.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | +2.5% | -4.7% | +7.2% | +4.1% |
| 30D | -11.5% | -35.1% | +23.5% | +0.2% |
| 3M | -16.9% | -37.7% | +20.8% | -5.2% |
| 6M | +22.2% | -30.7% | +53.0% | +33.3% |
| YTD | +46.4% | -31.9% | +78.3% | +60.9% |
| 1Y | +91.0% | -40.0% | +131.0% | +119.5% |
| 3Y | +264.6% | +28.4% | +236.1% | +202.6% |
| 5Y | +430.6% | +12.4% | +418.2% | +309.1% |
| All | +430.6% | +12.8% | +417.8% | +309.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling