+1,645.7%
HCA vs KIM
+169.2%
+1,476.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -2.7% | -1.7% | -1.0% | -2.1% |
| 3M | +11.5% | -0.8% | +12.3% | +11.7% |
| 6M | -24.3% | +4.4% | -28.7% | -25.8% |
| YTD | -13.6% | +21.2% | -34.8% | -20.8% |
| 1Y | -3.2% | +10.5% | -13.7% | -7.8% |
| 3Y | +50.4% | +47.5% | +2.9% | +23.5% |
| 5Y | +64.8% | +37.1% | +27.7% | +38.0% |
| 10Y | +456.5% | +29.5% | +427.1% | +338.4% |
| All | +1,645.7% | +169.2% | +1,476.6% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling