+119,773.1%
KLAC vs REGN
+3,485.7%
+116,287.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.2% |
| 7D | -2.7% | -5.6% | +2.9% | -1.7% |
| 30D | -13.2% | -2.0% | -11.2% | -13.0% |
| 3M | -25.0% | +28.0% | -53.0% | -28.5% |
| 6M | +23.6% | +1.2% | +22.5% | +22.5% |
| YTD | +49.2% | +1.6% | +47.6% | +47.8% |
| 1Y | +89.3% | +38.2% | +51.1% | +76.9% |
| 3Y | +274.4% | -5.4% | +279.7% | +270.5% |
| 5Y | +440.9% | +21.3% | +419.7% | +409.5% |
| 10Y | +2,947.7% | +105.2% | +2,842.5% | +2,480.5% |
| All | +119,773.1% | +3,485.7% | +116,287.4% | +33,837.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling