+2,896.3%
KLAC vs HRB
+209.1%
+2,687.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.8% |
| 7D | -2.7% | -8.0% | +5.4% | -1.0% |
| 30D | -13.2% | -16.0% | +2.8% | -10.2% |
| 3M | -25.0% | +26.9% | -51.9% | -30.1% |
| 6M | +23.6% | +51.1% | -27.5% | +8.1% |
| YTD | +49.2% | +7.1% | +42.2% | +43.0% |
| 1Y | +89.3% | -9.6% | +98.9% | +89.9% |
| 3Y | +274.4% | +25.4% | +249.0% | +227.1% |
| 5Y | +440.9% | +114.9% | +326.0% | +286.6% |
| All | +2,896.3% | +209.1% | +2,687.2% | +1,680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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