-12.5%
KLAC vs ARWR
-32.1%
+19.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.1% |
| 7D | +7.5% | -19.9% | +27.4% | +12.2% |
| 30D | -15.3% | -18.7% | +3.4% | -11.9% |
| 3M | -19.6% | -44.7% | +25.1% | -9.1% |
| 6M | -12.5% | -36.5% | +24.0% | -6.9% |
| All | -12.5% | -32.1% | +19.6% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling