+20.5%
KDP vs THC
+264.0%
-243.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +8.2% | +8.8% | -0.6% | +7.3% |
| 30D | +18.4% | +10.0% | +8.3% | +17.2% |
| 3M | +29.2% | +11.7% | +17.6% | +27.8% |
| 6M | +32.3% | +52.5% | -20.2% | +26.8% |
| YTD | +38.5% | +46.1% | -7.6% | +33.0% |
| 1Y | +48.5% | +49.1% | -0.6% | +42.2% |
| 3Y | +32.5% | +439.6% | -407.2% | +8.0% |
| All | +20.5% | +264.0% | -243.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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