+458.4%
KLAC vs CRBG
+117.3%
+341.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.5% | +1.4% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -13.2% | +2.6% | -15.8% | -14.2% |
| 3M | -25.0% | +24.0% | -49.0% | -32.0% |
| 6M | +23.6% | +50.5% | -26.9% | +2.2% |
| YTD | +49.2% | +17.1% | +32.1% | +37.2% |
| 1Y | +89.3% | +5.9% | +83.4% | +81.2% |
| 3Y | +274.4% | +122.7% | +151.6% | +162.9% |
| All | +458.4% | +117.3% | +341.1% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling