+72.8%
HCA vs KEEL
-34.6%
+107.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.3% |
| 7D | +5.4% | +2.9% | +2.5% | +5.3% |
| 30D | +3.0% | +0.8% | +2.1% | +2.9% |
| 3M | +13.0% | -35.3% | +48.3% | +13.8% |
| 6M | -20.3% | +59.4% | -79.6% | -22.3% |
| YTD | -8.2% | +51.9% | -60.1% | -10.7% |
| 1Y | +6.7% | +75.0% | -68.3% | +2.1% |
| 3Y | +60.4% | +224.5% | -164.2% | +40.1% |
| All | +72.8% | -34.6% | +107.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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