+708.7%
KDP vs HCA
+1,648.5%
-939.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.3% | -3.1% | +4.3% | +1.9% |
| 30D | +6.0% | -1.1% | +7.1% | +6.1% |
| 3M | +9.2% | +12.2% | -3.0% | +6.5% |
| 6M | +14.7% | -25.3% | +40.0% | +20.7% |
| YTD | +19.2% | -12.9% | +32.1% | +21.5% |
| 1Y | +15.2% | -0.9% | +16.1% | +14.2% |
| 3Y | +6.0% | +47.6% | -41.7% | -4.0% |
| 5Y | +5.4% | +67.0% | -61.5% | -8.7% |
| 10Y | +171.9% | +471.4% | -299.6% | +77.5% |
| All | +708.7% | +1,648.5% | -939.8% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling