+152.0%
KEYS vs THC
+253.4%
-101.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +4.4% | -2.6% | +7.0% | +4.8% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | +0.5% | +58.9% | -58.4% | -8.4% |
| 6M | +22.4% | +9.3% | +13.1% | +20.3% |
| YTD | +64.1% | +30.4% | +33.7% | +55.0% |
| 1Y | +97.0% | +34.6% | +62.4% | +83.9% |
| 3Y | +152.0% | +246.7% | -94.6% | +83.3% |
| All | +152.0% | +253.4% | -101.4% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling