+16.2%
KDP vs HCA
+111.8%
-95.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | +17.6% | +21.4% | -3.8% | +13.7% |
| 6M | +25.8% | +17.2% | +8.6% | +22.0% |
| YTD | +33.9% | +7.5% | +26.4% | +31.1% |
| 1Y | +38.9% | +6.2% | +32.7% | +36.2% |
| 3Y | +26.8% | +122.0% | -95.2% | +7.5% |
| All | +16.2% | +111.8% | -95.6% | -5.4% |
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