+66.1%
KEEL vs THC
+423.7%
-357.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | -27.1% | +5.3% | -32.4% | -27.5% |
| 3M | -43.8% | +7.1% | -50.9% | -44.3% |
| 6M | -55.2% | +46.0% | -101.2% | -58.3% |
| YTD | -20.9% | +43.9% | -64.8% | -26.4% |
| 1Y | -28.5% | +45.4% | -73.9% | -33.6% |
| 3Y | +66.1% | +421.3% | -355.2% | +27.4% |
| All | +66.1% | +423.7% | -357.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling