+66.9%
KEYS vs THC
+43.7%
+23.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | +9.4% | +1.0% | +8.4% | +9.4% |
| 30D | -16.8% | +5.3% | -22.1% | -16.5% |
| 3M | -15.9% | +7.1% | -23.0% | -15.7% |
| 6M | -17.6% | +46.0% | -63.6% | -18.7% |
| YTD | +46.5% | +43.9% | +2.6% | +45.5% |
| 1Y | +66.9% | +45.4% | +21.4% | +64.9% |
| All | +66.9% | +43.7% | +23.2% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling