+58.5%
HCA vs KEY
+121.2%
-62.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.9% | -3.3% | +5.2% | +2.2% |
| 3M | +12.7% | -0.7% | +13.5% | +12.8% |
| 6M | -22.3% | +12.5% | -34.9% | -23.1% |
| YTD | -9.3% | +8.4% | -17.7% | -10.1% |
| 1Y | +2.7% | +18.4% | -15.7% | +1.0% |
| All | +58.5% | +121.2% | -62.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling