+2,247.0%
KLAC vs ARWR
+1,024.2%
+1,222.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.4% |
| 7D | +10.0% | -17.8% | +27.8% | +12.9% |
| 30D | -14.8% | -18.1% | +3.3% | -12.4% |
| 3M | -27.2% | -44.2% | +17.0% | -20.6% |
| 6M | -17.5% | -38.6% | +21.2% | -11.8% |
| YTD | +25.8% | -28.0% | +53.9% | +30.3% |
| 1Y | +31.8% | +16.1% | +15.7% | +25.5% |
| 3Y | +195.3% | +84.0% | +111.3% | +144.9% |
| 5Y | +285.9% | -35.4% | +321.3% | +257.5% |
| All | +2,247.0% | +1,024.2% | +1,222.7% | +1,453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling