+71.1%
HCA vs KIM
+35.1%
+36.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.4% |
| 7D | +2.9% | -1.5% | +4.4% | +3.6% |
| 30D | +2.4% | -1.7% | +4.1% | +3.0% |
| 3M | +13.0% | -7.1% | +20.2% | +16.5% |
| 6M | -21.4% | +2.9% | -24.2% | -22.5% |
| YTD | -9.5% | +18.8% | -28.3% | -16.2% |
| 1Y | +7.5% | +9.4% | -1.9% | +3.0% |
| 3Y | +57.6% | +44.6% | +13.0% | +30.2% |
| 5Y | +71.1% | +37.9% | +33.2% | +44.3% |
| All | +71.1% | +35.1% | +36.1% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling