+99.5%
KEY vs THC
+1,879.5%
-1,780.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | +6.7% | +9.0% | -2.3% | +4.1% |
| 3M | -4.6% | +12.9% | -17.5% | -8.0% |
| 6M | +2.6% | +52.8% | -50.3% | -10.2% |
| YTD | +7.0% | +47.4% | -40.5% | -6.5% |
| 1Y | +23.5% | +47.7% | -24.3% | +7.5% |
| 3Y | +126.4% | +444.7% | -318.3% | +28.2% |
| 5Y | +13.0% | +269.3% | -256.2% | -32.3% |
| 10Y | +99.5% | +1,913.5% | -1,814.1% | -28.6% |
| All | +99.5% | +1,879.5% | -1,780.0% | -28.6% |
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