+117.9%
KEY vs THC
+1,421.6%
-1,303.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -1.3% | +3.7% | -5.0% | -2.3% |
| 30D | +5.1% | +9.0% | -3.9% | +2.6% |
| 3M | -7.1% | +10.4% | -17.5% | -9.8% |
| 6M | -4.4% | +45.7% | -50.0% | -14.7% |
| YTD | +4.0% | +42.6% | -38.6% | -7.7% |
| 1Y | +23.4% | +38.8% | -15.3% | +9.9% |
| 3Y | +113.9% | +418.8% | -304.9% | +25.8% |
| 5Y | +12.3% | +275.7% | -263.3% | -31.6% |
| All | +117.9% | +1,421.6% | -1,303.8% | -12.1% |
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