+498.2%
HCA vs KIM
+32.5%
+465.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +5.4% | -1.7% | +7.2% | +6.2% |
| 30D | +3.0% | -3.0% | +5.9% | +4.2% |
| 3M | +13.0% | -8.9% | +21.9% | +17.3% |
| 6M | -20.3% | +2.4% | -22.6% | -21.2% |
| YTD | -8.2% | +18.3% | -26.6% | -14.7% |
| 1Y | +6.7% | +8.2% | -1.5% | +2.8% |
| 3Y | +60.4% | +44.0% | +16.3% | +34.4% |
| 5Y | +73.4% | +37.3% | +36.1% | +46.7% |
| All | +498.2% | +32.5% | +465.7% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling