+60.4%
HCA vs KEYS
+154.3%
-93.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +1.2% |
| 7D | +5.4% | +3.5% | +1.9% | +5.2% |
| 30D | +3.0% | -4.5% | +7.5% | +3.2% |
| 3M | +13.0% | -0.4% | +13.4% | +12.8% |
| 6M | -20.3% | +19.1% | -39.4% | -22.1% |
| YTD | -8.2% | +66.7% | -74.9% | -14.3% |
| 1Y | +6.7% | +96.5% | -89.8% | -3.1% |
| 3Y | +60.4% | +155.2% | -94.8% | +27.5% |
| All | +60.4% | +154.3% | -93.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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