When Max “went back home” after his abduction on Christmas Eve by his father, Kenny “Killer” Kane is taken back to jail. How this transpires is an exciting adventure. Max is kidnapped by Kane on Christmas Eve and taken to an abandoned building where he is tied to a boiler. Loretta Lee helps untie Max, but Kane enters at that point and starts choking her. Max then reveals that he saw Kane kill Max’s mother. This angers Kane so much that he begins choking Max instead of Loretta. Both Loretta and Max are in mortal danger at this point. During this scene, Kevin shows up with a squirt gun that he claims is full of “acid.” After squirting Kane in the eyes, Kevin escapes with Max as “Freak the Mighty.” They lead Kane outside of the building where he begins “howling in rage” because “a million cops” are waiting to take him back to jail. Max is now safe and “Freak the Mighty strikes again!” In regards to your question, then, jail is where Kenny “Killer” Kane went after Max went back home.