+3,864.3%
KLAC vs ARMK
+328.3%
+3,536.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | +2.7% | +7.3% | +9.0% |
| 30D | -14.8% | -1.5% | -13.3% | -14.0% |
| 3M | -27.2% | -11.6% | -15.6% | -23.6% |
| 6M | -17.5% | +6.7% | -24.2% | -19.0% |
| YTD | +25.8% | +47.4% | -21.6% | +10.0% |
| 1Y | +31.8% | +41.5% | -9.7% | +16.7% |
| 3Y | +195.3% | +95.5% | +99.8% | +132.1% |
| 5Y | +285.9% | +108.4% | +177.6% | +196.2% |
| 10Y | +2,247.6% | +132.3% | +2,115.3% | +1,673.4% |
| All | +3,864.3% | +328.3% | +3,536.0% | +2,543.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling