+1,058.3%
KEYS vs THC
+370.3%
+688.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.3% | -0.7% | +2.9% | +2.3% |
| 30D | -2.6% | +1.3% | -3.9% | -2.9% |
| 3M | -4.6% | +64.2% | -68.9% | -12.2% |
| 6M | +8.7% | +8.3% | +0.5% | +6.5% |
| YTD | +61.0% | +33.4% | +27.7% | +52.4% |
| 1Y | +96.0% | +37.7% | +58.3% | +84.1% |
| 3Y | +144.4% | +236.8% | -92.4% | +97.2% |
| 5Y | +80.5% | +249.3% | -168.8% | +41.2% |
| 10Y | +974.9% | +995.2% | -20.3% | +558.0% |
| All | +1,058.3% | +370.3% | +688.0% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling