+93.0%
KEY vs THC
+1,818.8%
-1,725.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | +7.1% | +7.5% | -0.3% | +4.9% |
| 3M | -5.9% | +7.5% | -13.4% | -8.1% |
| 6M | +2.2% | +46.4% | -44.2% | -9.4% |
| YTD | +6.4% | +44.4% | -37.9% | -6.4% |
| 1Y | +24.8% | +43.4% | -18.7% | +9.6% |
| 3Y | +125.2% | +433.3% | -308.1% | +28.1% |
| 5Y | +13.0% | +262.5% | -249.6% | -32.0% |
| All | +93.0% | +1,818.8% | -1,725.8% | -27.8% |
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