+3,694.3%
KLAC vs ARES
+1,157.9%
+2,536.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | +10.0% | +0.5% | +9.5% | +9.8% |
| 30D | -14.8% | +19.7% | -34.5% | -22.4% |
| 3M | -27.2% | -9.0% | -18.2% | -24.4% |
| 6M | -17.5% | +11.5% | -29.0% | -23.0% |
| YTD | +25.8% | -13.8% | +39.7% | +30.4% |
| 1Y | +31.8% | -5.6% | +37.4% | +30.0% |
| 3Y | +195.3% | +36.1% | +159.2% | +138.5% |
| 5Y | +285.9% | +82.7% | +203.3% | +164.5% |
| 10Y | +2,247.6% | +1,101.7% | +1,145.9% | +825.2% |
| All | +3,694.3% | +1,157.9% | +2,536.4% | +1,340.5% |
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