+12.2%
KEY vs HRB
+150.3%
-138.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | -1.3% | +2.7% | -4.0% | -1.9% |
| 30D | +5.1% | +22.1% | -16.9% | +0.5% |
| 3M | -7.1% | +15.7% | -22.8% | -10.6% |
| 6M | -4.4% | +83.3% | -87.7% | -19.0% |
| YTD | +4.0% | +25.0% | -21.0% | -1.7% |
| 1Y | +23.4% | +6.9% | +16.5% | +22.4% |
| 3Y | +113.9% | +39.0% | +74.9% | +86.5% |
| All | +12.2% | +150.3% | -138.1% | -17.4% |
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