+15.2%
KEY vs THC
+262.3%
-247.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.3% |
| 7D | -0.4% | +7.5% | -7.9% | -1.9% |
| 30D | +7.2% | +9.6% | -2.4% | +5.2% |
| 3M | -4.9% | +10.3% | -15.2% | -7.0% |
| 6M | +1.1% | +51.8% | -50.7% | -8.2% |
| YTD | +6.8% | +45.4% | -38.6% | -2.9% |
| 1Y | +23.3% | +40.8% | -17.5% | +12.6% |
| 3Y | +126.1% | +448.8% | -322.7% | +39.5% |
| 5Y | +15.2% | +263.4% | -248.2% | -23.8% |
| All | +15.2% | +262.3% | -247.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling