+98.6%
KEY vs THC
+1,861.3%
-1,762.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +0.5% | +8.8% | -8.3% | -1.9% |
| 30D | +6.9% | +10.0% | -3.2% | +3.9% |
| 3M | -5.0% | +11.7% | -16.7% | -8.2% |
| 6M | +0.7% | +52.5% | -51.7% | -11.7% |
| YTD | +6.5% | +46.1% | -39.6% | -6.7% |
| 1Y | +22.6% | +49.1% | -26.5% | +6.5% |
| 3Y | +125.3% | +439.6% | -314.3% | +27.9% |
| 5Y | +13.9% | +263.2% | -249.2% | -31.4% |
| All | +98.6% | +1,861.3% | -1,762.7% | -28.7% |
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