+498.2%
HCA vs KMB
+14.6%
+483.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.4% | -6.5% | +11.9% | +7.5% |
| 30D | +3.0% | -8.8% | +11.8% | +5.7% |
| 3M | +13.0% | -2.2% | +15.2% | +13.7% |
| 6M | -20.3% | +0.7% | -20.9% | -20.6% |
| YTD | -8.2% | +1.0% | -9.3% | -8.9% |
| 1Y | +6.7% | -20.3% | +27.0% | +13.2% |
| 3Y | +60.4% | -13.3% | +73.7% | +64.8% |
| 5Y | +73.4% | -12.9% | +86.4% | +76.5% |
| All | +498.2% | +14.6% | +483.5% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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