-2.3%
KEY vs THC
+55.1%
-57.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.6% |
| 7D | -2.5% | +5.9% | -8.3% | -2.8% |
| 30D | +4.1% | +10.8% | -6.8% | +3.6% |
| 3M | -8.4% | +9.4% | -17.8% | -8.8% |
| 6M | -2.3% | +53.3% | -55.5% | -4.3% |
| All | -2.3% | +55.1% | -57.4% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling