-45.3%
KEEL vs THC
+46.1%
-91.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.6% | -13.7% | -4.1% |
| 7D | -13.6% | +8.8% | -22.4% | -13.5% |
| 30D | -39.1% | +12.6% | -51.8% | -39.1% |
| 3M | -48.9% | +15.4% | -64.3% | -49.0% |
| 6M | -35.4% | +57.7% | -93.1% | -39.5% |
| YTD | -10.6% | +47.1% | -57.7% | -14.2% |
| 1Y | -45.3% | +40.7% | -86.0% | -45.5% |
| All | -45.3% | +46.1% | -91.5% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling