+113.7%
KLAC vs ARM
+92.2%
+21.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.9% | +3.4% | +5.7% |
| 7D | +5.7% | +5.5% | +0.3% | +3.5% |
| 30D | -3.6% | -8.2% | +4.6% | -0.3% |
| 3M | -12.8% | -35.9% | +23.1% | +2.2% |
| 6M | +26.1% | +103.1% | -77.1% | -6.5% |
| YTD | +53.3% | +130.6% | -77.3% | +7.4% |
| 1Y | +113.7% | +86.1% | +27.6% | +71.2% |
| All | +113.7% | +92.2% | +21.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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