+70.3%
HCA vs KMB
-14.2%
+84.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +6.0% |
| 7D | +4.9% | -8.6% | +13.5% | +7.4% |
| 30D | +1.9% | -7.5% | +9.4% | +3.9% |
| 3M | +12.7% | -0.6% | +13.4% | +13.0% |
| 6M | -22.3% | -1.5% | -20.8% | -22.1% |
| YTD | -9.3% | +1.6% | -10.9% | -10.0% |
| 1Y | +2.7% | -20.8% | +23.5% | +8.4% |
| 3Y | +57.8% | -12.4% | +70.2% | +61.7% |
| 5Y | +70.3% | -12.9% | +83.3% | +79.4% |
| All | +70.3% | -14.2% | +84.5% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling