+430.6%
KLAC vs HRB
+109.9%
+320.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.1% |
| 7D | +2.5% | -12.2% | +14.6% | +3.0% |
| 30D | -11.5% | -3.0% | -8.6% | -11.6% |
| 3M | -16.9% | +21.7% | -38.7% | -18.4% |
| 6M | +22.2% | +52.3% | -30.1% | +15.8% |
| YTD | +46.4% | +6.5% | +39.9% | +48.3% |
| 1Y | +91.0% | -6.7% | +97.7% | +98.4% |
| 3Y | +264.6% | +25.1% | +239.4% | +235.2% |
| 5Y | +430.6% | +113.8% | +316.8% | +333.6% |
| All | +430.6% | +109.9% | +320.7% | +333.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling