+2.7%
KMB vs HRB
+142.1%
-139.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.5% | +3.6% |
| 7D | +3.4% | -2.4% | +5.8% | +3.7% |
| 30D | +14.7% | +15.7% | -1.0% | +12.7% |
| 3M | +3.3% | +11.4% | -8.1% | +1.8% |
| 6M | +16.8% | +40.7% | -23.9% | +12.0% |
| YTD | +15.2% | +21.0% | -5.7% | +12.6% |
| 1Y | +13.3% | +7.2% | +6.1% | +12.5% |
| 3Y | +5.4% | +29.2% | -23.7% | +1.8% |
| 5Y | +2.7% | +142.3% | -139.6% | -4.5% |
| All | +2.7% | +142.1% | -139.4% | -4.5% |
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