+112.9%
HCA vs KEY
+12.7%
+100.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | +8.7% | +7.1% | +1.5% | +7.5% |
| 3M | +21.0% | -5.9% | +26.9% | +22.1% |
| 6M | +17.0% | +2.2% | +14.8% | +16.5% |
| YTD | +7.8% | +6.4% | +1.4% | +6.5% |
| 1Y | +6.4% | +24.8% | -18.3% | +2.5% |
| 3Y | +120.0% | +125.2% | -5.2% | +85.4% |
| 5Y | +112.9% | +13.0% | +99.9% | +116.2% |
| All | +112.9% | +12.7% | +100.2% | +116.2% |
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