+12,192.8%
KLAC vs DKS
+5,981.0%
+6,211.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.7% | +3.4% |
| 7D | +10.6% | -0.4% | +11.0% | +10.6% |
| 30D | -4.5% | -36.6% | +32.1% | +7.3% |
| 3M | -10.3% | -37.6% | +27.4% | +0.8% |
| 6M | +40.9% | -32.1% | +73.0% | +53.7% |
| YTD | +56.1% | -32.3% | +88.4% | +70.6% |
| 1Y | +109.0% | -39.5% | +148.5% | +136.1% |
| 3Y | +288.8% | +27.7% | +261.2% | +236.9% |
| 5Y | +489.1% | +15.0% | +474.1% | +404.0% |
| 10Y | +3,041.8% | +192.6% | +2,849.2% | +1,636.7% |
| All | +12,192.8% | +5,981.0% | +6,211.8% | +2,691.6% |
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