+1,852.5%
KMB vs HRB
+3,493.2%
-1,640.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.1% | -8.1% | +8.2% | +1.4% |
| 30D | +10.2% | +15.0% | -4.8% | +7.7% |
| 3M | +1.5% | +10.2% | -8.8% | -0.5% |
| 6M | +16.6% | +44.2% | -27.6% | +9.4% |
| YTD | +12.1% | +21.0% | -8.9% | +7.0% |
| 1Y | +11.1% | +12.0% | -0.9% | +7.4% |
| 3Y | +1.9% | +24.9% | -23.0% | -4.1% |
| 5Y | -1.3% | +144.6% | -145.9% | -18.3% |
| 10Y | +37.8% | +229.4% | -191.6% | +2.3% |
| All | +1,852.5% | +3,493.2% | -1,640.8% | +587.6% |
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