-10.9%
KMB vs HRB
+112.6%
-123.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.5% | -1.2% |
| 7D | -2.7% | -9.1% | +6.3% | -1.7% |
| 30D | -5.0% | +0.3% | -5.3% | -5.2% |
| 3M | +6.6% | +23.4% | -16.8% | +3.8% |
| 6M | +1.0% | +45.1% | -44.2% | -3.5% |
| YTD | +6.0% | +8.9% | -2.9% | +4.8% |
| 1Y | -16.6% | -7.9% | -8.7% | -15.6% |
| 3Y | -8.6% | +27.9% | -36.6% | -11.9% |
| 5Y | -10.9% | +108.3% | -119.2% | -17.4% |
| All | -10.9% | +112.6% | -123.5% | -17.4% |
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 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