+6.3%
KLAC vs CRBG
+13.0%
-6.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -5.5% | -7.8% | -11.8% |
| 7D | -22.5% | -3.0% | -19.5% | -21.6% |
| 30D | -34.3% | -2.6% | -31.6% | -33.6% |
| 3M | -32.6% | +2.7% | -35.3% | -33.0% |
| 6M | -24.9% | +22.2% | -47.1% | -29.7% |
| YTD | +7.2% | +16.5% | -9.3% | +2.5% |
| 1Y | +6.3% | +16.9% | -10.6% | +2.3% |
| All | +6.3% | +13.0% | -6.6% | +2.3% |
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