+184.3%
KLAC vs ARM
+223.5%
-39.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +5.0% |
| 7D | -12.3% | -15.2% | +2.9% | -6.7% |
| 30D | -29.6% | -40.7% | +11.0% | -15.5% |
| 3M | -28.2% | -39.1% | +10.8% | -15.5% |
| 6M | -23.6% | -26.4% | +2.8% | -16.6% |
| YTD | +14.4% | +59.7% | -45.3% | -4.2% |
| 1Y | +15.4% | +10.3% | +5.1% | +8.4% |
| 3Y | +184.3% | +228.9% | -44.5% | +113.6% |
| All | +184.3% | +223.5% | -39.2% | +113.6% |
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 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