+1,078.2%
KEY vs THC
+508.9%
+569.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 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% | -7.8% |
| 6M | +9.2% | +8.3% | +0.9% | +6.1% |
| YTD | +10.6% | +33.4% | -22.7% | +2.2% |
| 1Y | +20.4% | +37.7% | -17.3% | +10.0% |
| 3Y | +121.8% | +236.8% | -114.9% | +62.2% |
| 5Y | +41.1% | +249.3% | -208.1% | -1.6% |
| 10Y | +168.5% | +995.2% | -826.7% | +30.2% |
| All | +1,078.2% | +508.9% | +569.3% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling