+26.3%
KLAC vs ARM
+14.5%
+11.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +2.2% |
| 7D | -2.1% | -10.4% | +8.3% | +3.0% |
| 30D | -21.8% | -31.8% | +10.1% | -8.0% |
| 3M | -20.5% | -32.2% | +11.7% | -7.8% |
| 6M | -18.0% | -14.9% | -3.1% | -12.7% |
| YTD | +26.4% | +66.0% | -39.7% | -2.9% |
| 1Y | +26.3% | +17.2% | +9.1% | +21.0% |
| All | +26.3% | +14.5% | +11.8% | +21.0% |
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