Loss of efficiency and tube oscillations have been attributed to electrons returning from the output cavity in klystrons due to excessive output cavity voltages. It is generally believed that the retrograde electrons lead to a relatively large harmonic current component in the input cavity, which overwhelms the input drive. Here, for the first time, detailed simulations describing the dynamics of retrograde particles for a nominal klystron design and cases with the shunt impedance of the output cavity increased, which show persistent harmonic bunching induced by the penultimate cavity, are presented. The maximum retrograde harmonic current is comparable to the current induced in the input cavity without the retrograde particles and can significantly influence the overall klystron behavior