+128.7%
KEY vs THC
+423.7%
-295.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.9% | +1.0% | +2.0% | +2.8% |
| 30D | +8.4% | +5.3% | +3.1% | +7.6% |
| 3M | -5.8% | +7.1% | -12.9% | -6.8% |
| 6M | +5.4% | +46.0% | -40.6% | -1.0% |
| YTD | +7.1% | +43.9% | -36.9% | +0.1% |
| 1Y | +26.8% | +45.4% | -18.6% | +18.0% |
| 3Y | +128.7% | +421.3% | -292.6% | +17.8% |
| All | +128.7% | +423.7% | -295.0% | +17.8% |
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 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