In this paper, hypocoercivity methods are applied to linear kinetic equations with mass conservation and without confinement, in order to prove that the solutions have an algebraic decay rate in the long-time range, which the same as the rate of the heat equation. Two alternative approaches are developed: an analysis based on decoupled Fourier modes and a direct approach where, instead of the Poincar\'e inequality for the Dirichlet form, Nash's inequality is employed. The first approach is also used to provide a simple proof of exponential decay to equilibrium on the flat torus. The results are obtained on a space with exponential weights and then extended to larger function spaces by a factorization method. The optimality of the rates is discussed. Algebraic rates of decay on the whole space are improved when the initial datum has moment cancellations.