+1,645.7%
HCA vs KMB
+186.3%
+1,459.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -2.8% | -2.7% | -0.1% | -1.9% |
| 30D | -2.7% | -5.0% | +2.3% | -1.0% |
| 3M | +11.5% | +6.6% | +4.9% | +9.0% |
| 6M | -24.3% | +1.0% | -25.3% | -24.7% |
| YTD | -13.6% | +6.0% | -19.5% | -15.7% |
| 1Y | -3.2% | -16.6% | +13.4% | +2.2% |
| 3Y | +50.4% | -8.6% | +59.1% | +52.3% |
| 5Y | +64.8% | -10.9% | +75.6% | +66.2% |
| 10Y | +456.5% | +16.8% | +439.7% | +387.8% |
| All | +1,645.7% | +186.3% | +1,459.4% | +522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling