+113.7%
KLAC vs CRBG
+3.6%
+110.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.5% |
| 7D | +5.7% | +5.7% | 0.0% | +4.3% |
| 30D | -3.6% | +2.6% | -6.2% | -4.4% |
| 3M | -12.8% | +31.6% | -44.4% | -19.9% |
| 6M | +26.1% | +32.8% | -6.8% | +14.8% |
| YTD | +53.3% | +16.5% | +36.9% | +46.0% |
| 1Y | +113.7% | +6.1% | +107.6% | +108.7% |
| All | +113.7% | +3.6% | +110.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling