+38.3%
KMB vs HRB
+221.6%
-183.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | +0.9% | -5.1% | +6.0% | +1.6% |
| 30D | +10.1% | +8.7% | +1.4% | +8.9% |
| 3M | 0.0% | -5.4% | +5.4% | +0.6% |
| 6M | +15.7% | +41.6% | -25.9% | +10.2% |
| YTD | +12.6% | +18.7% | -6.0% | +9.2% |
| 1Y | +10.1% | +16.4% | -6.3% | +7.0% |
| 3Y | +2.1% | +22.0% | -19.8% | -2.1% |
| 5Y | -0.7% | +141.2% | -141.9% | -14.1% |
| All | +38.3% | +221.6% | -183.3% | +11.4% |
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 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