+13.8%
KMB vs HRB
+207.5%
-193.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -7.7% | -12.2% | +4.5% | -6.1% |
| 30D | -8.2% | -3.0% | -5.2% | -8.0% |
| 3M | -1.9% | +21.7% | -23.6% | -4.6% |
| 6M | -0.7% | +52.3% | -53.0% | -6.5% |
| YTD | +1.4% | +6.5% | -5.1% | -0.2% |
| 1Y | -19.1% | -6.7% | -12.5% | -19.0% |
| 3Y | -12.6% | +25.1% | -37.7% | -16.5% |
| 5Y | -12.7% | +113.8% | -126.4% | -23.2% |
| All | +13.8% | +207.5% | -193.7% | -8.3% |
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