+34.1%
HCA vs KRMN
+17.6%
+16.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.2% |
| 7D | +5.4% | -11.8% | +17.2% | +5.9% |
| 30D | +3.0% | -43.0% | +46.0% | +5.7% |
| 3M | +13.0% | -28.8% | +41.9% | +14.5% |
| 6M | -20.3% | -66.3% | +46.1% | -17.3% |
| YTD | -8.2% | -51.8% | +43.6% | -6.2% |
| 1Y | +6.7% | -44.7% | +51.4% | +7.6% |
| All | +34.1% | +17.6% | +16.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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