+433.3%
KLAC vs REGN
+21.2%
+412.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.4% |
| 7D | -2.7% | -5.6% | +2.9% | -1.1% |
| 30D | -13.2% | -2.0% | -11.2% | -12.9% |
| 3M | -25.0% | +28.0% | -53.0% | -31.0% |
| 6M | +23.6% | +1.2% | +22.5% | +22.4% |
| YTD | +49.2% | +1.6% | +47.6% | +47.4% |
| 1Y | +89.3% | +38.2% | +51.1% | +66.7% |
| 3Y | +274.4% | -5.4% | +279.7% | +271.0% |
| All | +433.3% | +21.2% | +412.1% | +357.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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