-23.6%
KLAC vs ARM
-24.7%
+1.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.7% | +2.0% | +4.5% |
| 7D | -12.3% | -15.2% | +2.9% | -5.2% |
| 30D | -29.6% | -40.7% | +11.0% | -11.6% |
| 3M | -28.2% | -39.1% | +10.8% | -12.3% |
| 6M | -23.6% | -26.4% | +2.8% | -5.6% |
| All | -23.6% | -24.7% | +1.2% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling