+650.3%
HCA vs KEY
+96.4%
+553.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.8% | +2.9% | -2.1% | -0.2% |
| 30D | +6.1% | +8.4% | -2.4% | +3.3% |
| 3M | +21.4% | -5.8% | +27.2% | +23.6% |
| 6M | +17.2% | +5.4% | +11.7% | +14.8% |
| YTD | +7.5% | +7.1% | +0.4% | +4.3% |
| 1Y | +6.2% | +26.8% | -20.6% | -2.8% |
| 3Y | +122.0% | +128.7% | -6.7% | +55.0% |
| 5Y | +112.2% | +13.6% | +98.5% | +85.5% |
| All | +650.3% | +96.4% | +553.8% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling