+70.3%
HCA vs KEY
+40.7%
+29.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +12.7% | -0.7% | +13.5% | +12.8% |
| 6M | -22.3% | +12.5% | -34.9% | -23.8% |
| YTD | -9.3% | +8.4% | -17.7% | -10.7% |
| 1Y | +2.7% | +18.4% | -15.7% | -0.3% |
| 3Y | +57.8% | +123.3% | -65.5% | +32.9% |
| 5Y | +70.3% | +38.8% | +31.5% | +59.5% |
| All | +70.3% | +40.7% | +29.6% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling