+2,986.0%
KLAC vs ARWR
+978.7%
+2,007.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | +6.2% | -3.2% | +9.4% | +6.7% |
| 30D | -5.0% | -6.5% | +1.5% | -4.0% |
| 3M | -14.4% | +12.7% | -27.1% | -16.4% |
| 6M | +28.3% | +36.2% | -7.9% | +21.3% |
| YTD | +51.1% | +24.5% | +26.6% | +44.5% |
| 1Y | +100.4% | +198.0% | -97.6% | +65.9% |
| 3Y | +276.3% | +176.4% | +100.0% | +195.5% |
| 5Y | +452.1% | +26.6% | +425.5% | +365.2% |
| 10Y | +2,986.0% | +1,054.1% | +1,931.9% | +1,838.0% |
| All | +2,986.0% | +978.7% | +2,007.3% | +1,838.0% |
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