+195.3%
KLAC vs ARM
+265.0%
-69.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.5% | -1.5% |
| 7D | +10.0% | +9.1% | +0.9% | +6.6% |
| 30D | -14.8% | -19.9% | +5.1% | -7.7% |
| 3M | -27.2% | -31.6% | +4.5% | -17.7% |
| 6M | -17.5% | -13.9% | -3.6% | -14.5% |
| YTD | +25.8% | +74.3% | -48.5% | +2.1% |
| 1Y | +31.8% | +35.8% | -4.0% | +15.6% |
| 3Y | +195.3% | +268.6% | -73.3% | +122.1% |
| All | +195.3% | +265.0% | -69.7% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling