+57,711.9%
KLAC vs ARWR
-97.0%
+57,809.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | +5.7% | +1.7% | +4.0% | +5.7% |
| 30D | -3.6% | -0.7% | -3.0% | -3.6% |
| 3M | -12.8% | +14.9% | -27.7% | -12.9% |
| 6M | +26.1% | +32.6% | -6.6% | +25.9% |
| YTD | +53.3% | +30.0% | +23.3% | +53.1% |
| 1Y | +113.7% | +208.4% | -94.7% | +112.6% |
| 3Y | +274.9% | +208.8% | +66.1% | +272.4% |
| 5Y | +470.1% | +27.8% | +442.3% | +467.3% |
| 10Y | +2,997.0% | +1,107.6% | +1,889.5% | +2,973.9% |
| All | +57,711.9% | -97.0% | +57,809.0% | +89,235.2% |
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