+113.9%
KEY vs THC
+413.3%
-299.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.3% | +3.7% | -5.0% | -1.9% |
| 30D | +5.1% | +9.0% | -3.9% | +3.7% |
| 3M | -7.1% | +10.4% | -17.5% | -8.6% |
| 6M | -4.4% | +45.7% | -50.0% | -10.3% |
| YTD | +4.0% | +42.6% | -38.6% | -2.7% |
| 1Y | +23.4% | +38.8% | -15.3% | +15.8% |
| 3Y | +113.9% | +418.8% | -304.9% | +9.3% |
| All | +113.9% | +413.3% | -299.4% | +9.3% |
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