+72.8%
HCA vs KEYS
+87.1%
-14.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.7% |
| 7D | +5.4% | +3.5% | +1.9% | +4.8% |
| 30D | +3.0% | -4.5% | +7.5% | +3.7% |
| 3M | +13.0% | -0.4% | +13.4% | +12.2% |
| 6M | -20.3% | +19.1% | -39.4% | -24.2% |
| YTD | -8.2% | +66.7% | -74.9% | -20.6% |
| 1Y | +6.7% | +96.5% | -89.8% | -12.2% |
| 3Y | +60.4% | +155.2% | -94.8% | +16.6% |
| All | +72.8% | +87.1% | -14.3% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling