+1,339.3%
KDP vs THC
+1,120.7%
+218.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | +4.0% | +0.2% | +3.7% | +3.9% |
| 30D | +16.8% | +9.0% | +7.8% | +15.8% |
| 3M | +32.0% | +12.9% | +19.1% | +30.5% |
| 6M | +35.2% | +52.8% | -17.7% | +29.5% |
| YTD | +40.9% | +47.4% | -6.5% | +35.1% |
| 1Y | +47.7% | +47.7% | -0.1% | +41.4% |
| 3Y | +34.8% | +444.7% | -409.9% | +12.3% |
| 5Y | +22.6% | +269.3% | -246.6% | +3.7% |
| 10Y | +266.4% | +1,913.5% | -1,647.1% | +142.0% |
| All | +1,339.3% | +1,120.7% | +218.6% | +768.0% |
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