+1,013.4%
KEY vs THC
+558.0%
+455.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.3% |
| 7D | -2.5% | +5.9% | -8.3% | -3.7% |
| 30D | +4.1% | +10.8% | -6.8% | +1.7% |
| 3M | -8.4% | +9.4% | -17.8% | -10.3% |
| 6M | -2.3% | +53.3% | -55.5% | -11.8% |
| YTD | +4.6% | +44.2% | -39.6% | -5.2% |
| 1Y | +24.6% | +37.3% | -12.8% | +13.8% |
| 3Y | +112.8% | +421.6% | -308.8% | +41.7% |
| 5Y | +12.9% | +279.8% | -266.9% | -22.6% |
| 10Y | +126.7% | +1,513.9% | -1,387.2% | +2.3% |
| All | +1,013.4% | +558.0% | +455.3% | +285.6% |
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