+297.2%
KLAC vs ARMK
+106.4%
+190.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -2.1% | -0.7% | -1.3% | -1.2% |
| 30D | -21.8% | -1.3% | -20.5% | -20.6% |
| 3M | -20.5% | -2.5% | -18.1% | -19.0% |
| 6M | -18.0% | +20.8% | -38.7% | -26.6% |
| YTD | +26.4% | +48.2% | -21.8% | -0.2% |
| 1Y | +26.3% | +45.7% | -19.4% | +0.4% |
| 3Y | +193.3% | +96.6% | +96.7% | +85.2% |
| 5Y | +297.2% | +106.6% | +190.6% | +114.6% |
| All | +297.2% | +106.4% | +190.8% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling