+557.3%
KR vs HCA
+1,743.3%
-1,185.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -0.2% | +5.4% | -5.6% | -0.9% |
| 30D | +5.1% | +3.0% | +2.1% | +4.6% |
| 3M | -8.2% | +13.0% | -21.2% | -9.7% |
| 6M | -18.0% | -20.3% | +2.3% | -15.9% |
| YTD | -4.8% | -8.2% | +3.5% | -4.2% |
| 1Y | -11.0% | +6.7% | -17.7% | -12.2% |
| 3Y | +37.7% | +60.4% | -22.7% | +27.9% |
| 5Y | +52.8% | +73.4% | -20.7% | +38.8% |
| 10Y | +128.8% | +506.9% | -378.1% | +68.8% |
| All | +557.3% | +1,743.3% | -1,185.9% | +283.9% |
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