+403.9%
KMX vs HRB
+1,608.8%
-1,204.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +3.4% | -5.1% | +8.5% | +5.1% |
| 30D | +6.8% | +8.7% | -1.8% | +3.8% |
| 3M | -11.4% | -5.4% | -6.0% | -10.1% |
| 6M | +43.6% | +41.6% | +2.0% | +25.6% |
| YTD | +37.7% | +18.7% | +19.1% | +25.6% |
| 1Y | +53.0% | +16.4% | +36.5% | +40.3% |
| 3Y | -16.3% | +22.0% | -38.3% | -26.3% |
| 5Y | -64.2% | +141.2% | -205.5% | -75.7% |
| 10Y | -2.8% | +223.1% | -226.0% | -46.0% |
| All | +403.9% | +1,608.8% | -1,204.9% | +65.5% |
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 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