+1,658.7%
HCA vs KEY
+307.4%
+1,351.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.8% |
| 30D | -1.1% | -3.0% | +1.9% | -0.2% |
| 3M | +12.2% | +3.3% | +8.8% | +10.8% |
| 6M | -25.3% | +9.2% | -34.5% | -27.8% |
| YTD | -12.9% | +10.6% | -23.6% | -16.4% |
| 1Y | -0.9% | +20.4% | -21.3% | -8.1% |
| 3Y | +47.6% | +121.8% | -74.2% | +3.3% |
| 5Y | +67.0% | +41.1% | +25.8% | +30.5% |
| 10Y | +471.4% | +168.5% | +302.9% | +203.3% |
| All | +1,658.7% | +307.4% | +1,351.3% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling