+296.3%
KRE vs HCA
+1,721.2%
-1,424.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.9% |
| 7D | -1.1% | +4.9% | -6.0% | -2.8% |
| 30D | -3.4% | +1.9% | -5.3% | -4.2% |
| 3M | +3.7% | +12.7% | -9.0% | -1.2% |
| 6M | +14.8% | -22.3% | +37.1% | +24.2% |
| YTD | +14.7% | -9.3% | +24.0% | +16.9% |
| 1Y | +16.0% | +2.7% | +13.3% | +12.7% |
| 3Y | +84.3% | +57.8% | +26.4% | +49.0% |
| 5Y | +30.9% | +70.3% | -39.5% | -0.3% |
| 10Y | +122.0% | +499.7% | -377.7% | +8.5% |
| All | +296.3% | +1,721.2% | -1,424.9% | +28.9% |
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