+133.4%
KR vs THC
+1,022.1%
-888.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | +5.1% | -1.2% | +6.2% | +5.1% |
| 3M | -8.2% | +52.3% | -60.4% | -9.5% |
| 6M | -18.0% | +12.4% | -30.4% | -18.4% |
| YTD | -4.8% | +32.7% | -37.5% | -5.9% |
| 1Y | -11.0% | +36.4% | -47.4% | -12.2% |
| 3Y | +37.7% | +259.3% | -221.6% | +30.7% |
| 5Y | +52.8% | +262.7% | -209.9% | +43.9% |
| All | +133.4% | +1,022.1% | -888.7% | +108.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling