+223.0%
KLAC vs ARM
+232.1%
-9.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.7% | +2.6% | +6.9% |
| 7D | -1.1% | -5.3% | +4.2% | +1.2% |
| 30D | -22.6% | -30.0% | +7.4% | -12.1% |
| 3M | -23.5% | -34.1% | +10.6% | -12.3% |
| 6M | -18.8% | -12.6% | -6.2% | -16.2% |
| YTD | +25.0% | +70.4% | -45.4% | +2.5% |
| 1Y | +27.5% | +22.3% | +5.3% | +15.8% |
| 3Y | +206.1% | +261.2% | -55.0% | +112.5% |
| All | +223.0% | +232.1% | -9.0% | +133.8% |
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