+489.1%
KLAC vs ARWR
+29.5%
+459.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +10.6% | +2.9% | +7.7% | +9.9% |
| 30D | -4.5% | -2.9% | -1.6% | -4.0% |
| 3M | -10.3% | +15.2% | -25.5% | -13.4% |
| 6M | +40.9% | +42.3% | -1.4% | +29.6% |
| YTD | +56.1% | +28.2% | +27.9% | +46.0% |
| 1Y | +109.0% | +213.2% | -104.2% | +59.8% |
| 3Y | +288.8% | +184.6% | +104.2% | +173.6% |
| 5Y | +489.1% | +29.2% | +459.9% | +379.8% |
| All | +489.1% | +29.5% | +459.6% | +379.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling