+288.8%
KLAC vs ARMK
+125.3%
+163.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | +10.6% | +1.7% | +8.9% | +9.7% |
| 30D | -4.5% | +3.1% | -7.6% | -6.0% |
| 3M | -10.3% | +9.2% | -19.5% | -13.9% |
| 6M | +40.9% | +43.7% | -2.8% | +18.2% |
| YTD | +56.1% | +57.4% | -1.3% | +25.2% |
| 1Y | +109.0% | +51.9% | +57.2% | +70.0% |
| 3Y | +288.8% | +125.4% | +163.4% | +164.5% |
| All | +288.8% | +125.3% | +163.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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