+83.1%
KEYS vs THC
+258.2%
-175.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.5% |
| 7D | +2.9% | +4.1% | -1.1% | +2.1% |
| 30D | -1.3% | +3.5% | -4.8% | -2.1% |
| 3M | -0.1% | +61.7% | -61.9% | -10.8% |
| 6M | +17.4% | +11.8% | +5.5% | +13.6% |
| YTD | +62.9% | +35.4% | +27.5% | +50.5% |
| 1Y | +95.7% | +37.0% | +58.7% | +79.5% |
| 3Y | +150.2% | +260.1% | -109.9% | +76.5% |
| 5Y | +83.1% | +262.6% | -179.5% | +28.3% |
| All | +83.1% | +258.2% | -175.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling