+4,523.3%
KLAC vs ARES
+1,196.0%
+3,327.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +5.7% | -1.7% | +7.4% | +6.5% |
| 30D | -3.6% | +0.3% | -3.9% | -4.0% |
| 3M | -12.8% | +8.5% | -21.3% | -16.8% |
| 6M | +26.1% | +23.5% | +2.6% | +11.3% |
| YTD | +53.3% | -11.2% | +64.5% | +57.6% |
| 1Y | +113.7% | -19.3% | +133.0% | +128.6% |
| 3Y | +274.9% | +48.7% | +226.2% | +191.2% |
| 5Y | +470.1% | +106.5% | +363.6% | +272.4% |
| 10Y | +2,997.0% | +1,055.3% | +1,941.7% | +1,116.1% |
| All | +4,523.3% | +1,196.0% | +3,327.4% | +1,641.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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