+294.5%
KEEL vs THC
+1,271.2%
-976.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.8% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +0.8% | -1.2% | +2.0% | +0.9% |
| 3M | -35.3% | +52.3% | -87.6% | -43.4% |
| 6M | +59.4% | +12.4% | +47.0% | +51.3% |
| YTD | +51.9% | +32.7% | +19.2% | +37.0% |
| 1Y | +75.0% | +36.4% | +38.6% | +56.3% |
| 3Y | +224.5% | +259.3% | -34.8% | +112.3% |
| 5Y | -35.9% | +262.7% | -298.6% | -58.6% |
| All | +294.5% | +1,271.2% | -976.8% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling