+40.8%
KEY vs HRB
+112.6%
-71.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.3% |
| 7D | +2.7% | -9.1% | +11.8% | +4.8% |
| 30D | -3.2% | +0.3% | -3.5% | -3.7% |
| 3M | +1.0% | +23.4% | -22.4% | -4.8% |
| 6M | +11.9% | +45.1% | -33.3% | +0.3% |
| YTD | +8.7% | +8.9% | -0.2% | +5.9% |
| 1Y | +18.5% | -7.9% | +26.4% | +21.3% |
| 3Y | +124.0% | +27.9% | +96.0% | +97.7% |
| 5Y | +40.8% | +108.3% | -67.5% | +9.9% |
| All | +40.8% | +112.6% | -71.8% | +9.9% |
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