+41.2%
KEY vs THC
+250.3%
-209.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | -3.0% | +1.3% | -4.3% | -3.3% |
| 3M | +3.3% | +64.2% | -60.9% | -7.4% |
| 6M | +9.2% | +8.3% | +0.9% | +6.6% |
| YTD | +10.6% | +33.4% | -22.7% | +2.6% |
| 1Y | +20.4% | +37.7% | -17.3% | +10.2% |
| 3Y | +121.8% | +236.8% | -114.9% | +54.9% |
| All | +41.2% | +250.3% | -209.1% | -3.7% |
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 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