+115.0%
KEY vs THC
+418.9%
-303.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.4% |
| 7D | -2.5% | +5.9% | -8.3% | -3.3% |
| 30D | +4.1% | +10.8% | -6.8% | +2.4% |
| 3M | -8.4% | +9.4% | -17.8% | -9.7% |
| 6M | -2.3% | +53.3% | -55.5% | -9.1% |
| YTD | +4.6% | +44.2% | -39.6% | -2.3% |
| 1Y | +24.6% | +37.3% | -12.8% | +17.2% |
| All | +115.0% | +418.9% | -303.9% | +9.7% |
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 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