+16.6%
KRE vs HCA
-0.5%
+17.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | -2.7% | -1.1% | -1.5% | -2.6% |
| 3M | +8.2% | +12.2% | -4.0% | +6.3% |
| 6M | +12.8% | -25.3% | +38.2% | +15.5% |
| YTD | +17.5% | -12.9% | +30.4% | +18.8% |
| 1Y | +16.6% | -0.9% | +17.5% | +14.1% |
| All | +16.6% | -0.5% | +17.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling