+114.2%
KMI vs HCA
+59.6%
+54.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.7% | +5.4% | -7.1% | -2.1% |
| 30D | -2.7% | +3.0% | -5.7% | -3.0% |
| 3M | -0.7% | +13.0% | -13.7% | -1.8% |
| 6M | -5.0% | -20.3% | +15.3% | -2.8% |
| YTD | +15.5% | -8.2% | +23.7% | +16.1% |
| 1Y | +16.4% | +6.7% | +9.7% | +14.7% |
| 3Y | +114.2% | +60.4% | +53.8% | +91.4% |
| All | +114.2% | +59.6% | +54.5% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling