+47,554.4%
KLAC vs ARWR
-98.3%
+47,652.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | -2.1% | -17.7% | +15.6% | -2.0% |
| 30D | -21.8% | -21.9% | +0.1% | -21.7% |
| 3M | -20.5% | -44.5% | +24.0% | -20.3% |
| 6M | -18.0% | -32.6% | +14.6% | -17.8% |
| YTD | +26.4% | -26.2% | +52.6% | +26.5% |
| 1Y | +26.3% | +23.0% | +3.3% | +26.1% |
| 3Y | +193.3% | +81.8% | +111.5% | +192.0% |
| 5Y | +297.2% | -36.0% | +333.2% | +296.3% |
| 10Y | +2,288.0% | +1,039.5% | +1,248.5% | +2,276.2% |
| All | +47,554.4% | -98.3% | +47,652.7% | +73,713.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling