+109.0%
KLAC vs ARM
+88.5%
+20.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.3% |
| 7D | +10.6% | +11.4% | -0.8% | +5.8% |
| 30D | -4.5% | -7.4% | +2.9% | -1.5% |
| 3M | -10.3% | -24.5% | +14.2% | -0.6% |
| 6M | +40.9% | +128.7% | -87.8% | -0.7% |
| YTD | +56.1% | +139.3% | -83.1% | +8.0% |
| 1Y | +109.0% | +88.0% | +21.1% | +65.4% |
| All | +109.0% | +88.5% | +20.5% | +65.4% |
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