+2,247.0%
KLAC vs RGEN
+415.2%
+1,831.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.4% |
| 7D | +10.0% | -3.3% | +13.3% | +11.3% |
| 30D | -14.8% | -5.8% | -9.0% | -12.7% |
| 3M | -27.2% | +0.2% | -27.3% | -27.6% |
| 6M | -17.5% | +56.8% | -74.2% | -31.4% |
| YTD | +25.8% | +2.4% | +23.4% | +21.4% |
| 1Y | +31.8% | +11.4% | +20.4% | +23.2% |
| 3Y | +195.3% | +15.2% | +180.1% | +156.3% |
| 5Y | +285.9% | -35.1% | +321.0% | +283.0% |
| All | +2,247.0% | +415.2% | +1,831.8% | +1,034.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling