+4,730.5%
KLAC vs ARMK
+350.8%
+4,379.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.6% |
| 7D | +5.7% | -2.4% | +8.1% | +6.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -12.8% | +6.7% | -19.5% | -14.8% |
| 6M | +26.1% | +38.8% | -12.8% | +12.1% |
| YTD | +53.3% | +55.2% | -1.9% | +31.0% |
| 1Y | +113.7% | +46.6% | +67.1% | +85.8% |
| 3Y | +274.9% | +112.9% | +162.0% | +184.7% |
| 5Y | +470.1% | +144.0% | +326.2% | +314.9% |
| 10Y | +2,997.0% | +132.4% | +2,864.6% | +2,214.7% |
| All | +4,730.5% | +350.8% | +4,379.6% | +3,049.2% |
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