+129.5%
KMI vs HCA
+511.6%
-382.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.7% | +5.4% | -7.1% | -3.5% |
| 30D | -2.7% | +3.0% | -5.7% | -3.9% |
| 3M | -0.7% | +13.0% | -13.7% | -5.4% |
| 6M | -5.0% | -20.3% | +15.3% | +1.4% |
| YTD | +15.5% | -8.2% | +23.7% | +16.8% |
| 1Y | +16.4% | +6.7% | +9.7% | +11.2% |
| 3Y | +114.2% | +60.4% | +53.8% | +70.2% |
| 5Y | +153.3% | +73.4% | +79.8% | +87.4% |
| All | +129.5% | +511.6% | -382.1% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling