+1,078.2%
KEY vs HRB
+3,357.9%
-2,279.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.8% |
| 7D | +2.2% | -5.7% | +7.9% | +4.5% |
| 30D | -3.0% | +7.9% | -10.9% | -6.6% |
| 3M | +3.3% | +32.1% | -28.8% | -8.9% |
| 6M | +9.2% | +62.2% | -53.0% | -13.4% |
| YTD | +10.6% | +16.4% | -5.8% | -0.5% |
| 1Y | +20.4% | -0.3% | +20.7% | +14.6% |
| 3Y | +121.8% | +36.0% | +85.8% | +80.9% |
| 5Y | +41.1% | +125.2% | -84.1% | -9.2% |
| 10Y | +168.5% | +237.7% | -69.1% | +38.1% |
| All | +1,078.2% | +3,357.9% | -2,279.7% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling