+31.7%
KRE vs HCA
+71.9%
-40.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.2% |
| 7D | -1.8% | +5.4% | -7.2% | -3.2% |
| 30D | -4.5% | +3.0% | -7.5% | -5.3% |
| 3M | +2.7% | +13.0% | -10.3% | -0.9% |
| 6M | +16.9% | -20.3% | +37.1% | +23.3% |
| YTD | +15.4% | -8.2% | +23.6% | +16.8% |
| 1Y | +16.1% | +6.7% | +9.4% | +12.3% |
| 3Y | +85.7% | +60.4% | +25.3% | +53.7% |
| All | +31.7% | +71.9% | -40.2% | +0.8% |
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