+58.2%
KEYS vs THC
+258.4%
-200.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +9.4% | +1.0% | +8.4% | +9.2% |
| 30D | -16.8% | +5.3% | -22.1% | -17.7% |
| 3M | -15.9% | +7.1% | -23.0% | -17.3% |
| 6M | -17.6% | +46.0% | -63.6% | -24.8% |
| YTD | +46.5% | +43.9% | +2.6% | +33.3% |
| 1Y | +66.9% | +45.4% | +21.4% | +51.3% |
| 3Y | +141.4% | +421.3% | -279.9% | +55.1% |
| All | +58.2% | +258.4% | -200.2% | +10.0% |
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