+1,278.3%
KDP vs THC
+1,080.5%
+197.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.2% | +3.7% | -1.5% | +1.9% |
| 30D | +19.9% | +9.0% | +10.9% | +19.0% |
| 3M | +21.5% | +10.4% | +11.1% | +20.3% |
| 6M | +30.1% | +45.7% | -15.6% | +25.2% |
| YTD | +34.9% | +42.6% | -7.6% | +29.8% |
| 1Y | +43.4% | +38.8% | +4.6% | +38.1% |
| 3Y | +29.1% | +418.8% | -389.7% | +8.0% |
| 5Y | +15.0% | +275.7% | -260.7% | -2.9% |
| 10Y | +234.1% | +1,496.2% | -1,262.1% | +124.6% |
| All | +1,278.3% | +1,080.5% | +197.8% | +733.9% |
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