+452.1%
KLAC vs RGEN
-44.3%
+496.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.6% |
| 7D | +6.2% | -4.6% | +10.7% | +7.7% |
| 30D | -5.0% | +1.2% | -6.1% | -5.5% |
| 3M | -14.4% | +26.8% | -41.2% | -21.9% |
| 6M | +28.3% | +29.1% | -0.8% | +15.2% |
| YTD | +51.1% | +0.7% | +50.4% | +47.7% |
| 1Y | +100.4% | +39.1% | +61.3% | +74.9% |
| 3Y | +276.3% | +2.2% | +274.1% | +244.2% |
| 5Y | +452.1% | -44.0% | +496.0% | +449.2% |
| All | +452.1% | -44.3% | +496.3% | +449.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling