-34.1%
KEEL vs THC
+60.3%
-94.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +6.0% |
| 7D | +21.5% | -2.6% | +24.0% | +19.4% |
| 30D | -3.9% | -1.2% | -2.7% | -4.6% |
| 3M | -34.1% | +58.9% | -93.0% | -11.2% |
| All | -34.1% | +60.3% | -94.4% | -11.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling