-17.5%
KLAC vs RGEN
+47.6%
-65.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.3% |
| 7D | +10.0% | -3.3% | +13.3% | +10.5% |
| 30D | -14.8% | -5.8% | -9.0% | -13.9% |
| 3M | -27.2% | +0.2% | -27.3% | -25.3% |
| 6M | -17.5% | +56.8% | -74.2% | -18.2% |
| All | -17.5% | +47.6% | -65.1% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling