+157,276.9%
KLAC vs RGEN
+1,576.0%
+155,700.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.4% |
| 7D | +5.7% | -4.9% | +10.6% | +6.2% |
| 30D | -3.6% | +5.7% | -9.3% | -4.1% |
| 3M | -12.8% | +32.4% | -45.2% | -15.2% |
| 6M | +26.1% | +33.2% | -7.1% | +22.4% |
| YTD | +53.3% | +2.3% | +51.0% | +52.2% |
| 1Y | +113.7% | +39.0% | +74.7% | +106.6% |
| 3Y | +274.9% | -4.6% | +279.5% | +270.0% |
| 5Y | +470.1% | -42.7% | +512.8% | +478.9% |
| 10Y | +2,997.0% | +433.6% | +2,563.4% | +2,607.8% |
| All | +157,276.9% | +1,576.0% | +155,700.9% | +99,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling