+243.6%
KLAC vs ARM
+262.5%
-18.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.1% | -6.8% | +0.9% |
| 7D | +7.5% | +6.0% | +1.5% | +5.5% |
| 30D | -15.3% | -20.3% | +5.0% | -8.3% |
| 3M | -19.6% | -24.4% | +4.8% | -12.3% |
| 6M | -12.5% | -4.4% | -8.2% | -12.7% |
| YTD | +33.0% | +86.0% | -53.0% | +5.5% |
| 1Y | +35.9% | +35.8% | +0.1% | +18.8% |
| 3Y | +208.6% | +289.1% | -80.4% | +108.1% |
| All | +243.6% | +262.5% | -18.9% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling