+52.0%
KR vs HCA
+71.9%
-19.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -0.2% | +5.4% | -5.6% | -1.0% |
| 30D | +5.1% | +3.0% | +2.1% | +4.6% |
| 3M | -8.2% | +13.0% | -21.2% | -9.9% |
| 6M | -18.0% | -20.3% | +2.3% | -15.7% |
| YTD | -4.8% | -8.2% | +3.5% | -4.3% |
| 1Y | -11.0% | +6.7% | -17.7% | -12.6% |
| 3Y | +37.7% | +60.4% | -22.7% | +25.8% |
| All | +52.0% | +71.9% | -19.9% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling