+118.6%
KMI vs HCA
+1,721.2%
-1,602.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | -3.2% |
| 7D | -1.8% | +4.9% | -6.7% | -3.2% |
| 30D | +0.1% | +1.9% | -1.8% | -0.7% |
| 3M | +1.2% | +12.7% | -11.6% | -3.1% |
| 6M | -3.9% | -22.3% | +18.4% | +2.5% |
| YTD | +17.5% | -9.3% | +26.9% | +19.2% |
| 1Y | +22.6% | +2.7% | +19.9% | +19.2% |
| 3Y | +116.3% | +57.8% | +58.5% | +79.1% |
| 5Y | +157.6% | +70.3% | +87.3% | +101.7% |
| 10Y | +136.6% | +499.7% | -363.1% | +20.2% |
| All | +118.6% | +1,721.2% | -1,602.6% | -11.3% |
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