+170.1%
KDP vs HCA
+503.4%
-333.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.3% | +2.9% | -7.3% | -5.0% |
| 30D | +7.8% | +2.4% | +5.4% | +7.1% |
| 3M | -0.1% | +13.0% | -13.1% | -3.1% |
| 6M | +14.0% | -21.4% | +35.4% | +19.6% |
| YTD | +15.1% | -9.5% | +24.5% | +16.6% |
| 1Y | +18.5% | +7.5% | +11.0% | +15.0% |
| 3Y | +2.9% | +57.6% | -54.7% | -10.2% |
| 5Y | +3.0% | +71.1% | -68.1% | -14.2% |
| All | +170.1% | +503.4% | -333.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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