+975.1%
KEYS vs THC
+1,021.1%
-46.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -5.3% | +1.5% | -6.8% | -5.5% |
| 3M | +0.5% | +59.9% | -59.4% | -6.9% |
| 6M | +14.0% | +11.0% | +3.1% | +11.4% |
| YTD | +60.3% | +32.6% | +27.7% | +52.0% |
| 1Y | +91.3% | +37.4% | +53.9% | +80.1% |
| 3Y | +146.1% | +252.5% | -106.4% | +98.5% |
| 5Y | +80.8% | +262.3% | -181.6% | +41.8% |
| All | +975.1% | +1,021.1% | -46.0% | +601.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling