+1,117.5%
KDP vs THC
+1,004.4%
+113.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +1.3% | -0.7% | +1.9% | +1.3% |
| 30D | +6.0% | +1.3% | +4.7% | +5.9% |
| 3M | +9.2% | +64.2% | -55.1% | +4.0% |
| 6M | +14.7% | +8.3% | +6.4% | +13.4% |
| YTD | +19.2% | +33.4% | -14.2% | +15.4% |
| 1Y | +15.2% | +37.7% | -22.5% | +10.9% |
| 3Y | +6.0% | +236.8% | -230.8% | -7.7% |
| 5Y | +5.4% | +249.3% | -243.8% | -10.5% |
| 10Y | +171.9% | +995.2% | -823.4% | +88.9% |
| All | +1,117.5% | +1,004.4% | +113.1% | +641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling