+26.6%
KMI vs HCA
+11.2%
+15.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +10.3% | -14.4% | -3.4% |
| 7D | -5.2% | +10.2% | -15.5% | -4.6% |
| 30D | +1.2% | +17.4% | -16.2% | +2.2% |
| 3M | +1.3% | +27.7% | -26.3% | +2.6% |
| 6M | -1.1% | +20.0% | -21.2% | 0.0% |
| YTD | +19.0% | +10.0% | +9.0% | +20.7% |
| 1Y | +26.6% | +9.0% | +17.6% | +29.7% |
| All | +26.6% | +11.2% | +15.4% | +29.7% |
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