+121.9%
KRE vs HCA
+511.6%
-389.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.4% |
| 7D | -1.8% | +5.4% | -7.2% | -3.9% |
| 30D | -4.5% | +3.0% | -7.5% | -5.8% |
| 3M | +2.7% | +13.0% | -10.3% | -3.0% |
| 6M | +16.9% | -20.3% | +37.1% | +26.7% |
| YTD | +15.4% | -8.2% | +23.6% | +17.4% |
| 1Y | +16.1% | +6.7% | +9.4% | +10.3% |
| 3Y | +85.7% | +60.4% | +25.3% | +42.7% |
| 5Y | +33.3% | +73.4% | -40.2% | -5.2% |
| All | +121.9% | +511.6% | -389.7% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling