+38.9%
KDP vs HCA
+7.0%
+31.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | +9.7% | +6.1% | +3.6% | +8.6% |
| 3M | +17.6% | +21.4% | -3.8% | +14.8% |
| 6M | +25.8% | +17.2% | +8.6% | +21.6% |
| YTD | +33.9% | +7.5% | +26.4% | +30.7% |
| 1Y | +38.9% | +6.2% | +32.7% | +35.7% |
| All | +38.9% | +7.0% | +31.9% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling