+5.0%
KDP vs HCA
+73.0%
-68.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -2.2% |
| 7D | -1.6% | +4.9% | -6.5% | -2.3% |
| 30D | +9.5% | +1.9% | +7.6% | +9.1% |
| 3M | +2.6% | +12.7% | -10.1% | +0.5% |
| 6M | +15.6% | -22.3% | +38.0% | +19.9% |
| YTD | +17.3% | -9.3% | +26.7% | +18.3% |
| 1Y | +20.1% | +2.7% | +17.4% | +18.2% |
| 3Y | +4.9% | +57.8% | -52.9% | -5.3% |
| 5Y | +5.0% | +70.3% | -65.3% | -10.2% |
| All | +5.0% | +73.0% | -68.0% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling