-13.1%
KR vs THC
+33.0%
-46.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.9% | +1.5% | +0.4% | +1.9% |
| 3M | -11.0% | +59.9% | -70.9% | -12.3% |
| 6M | -20.2% | +11.0% | -31.2% | -21.4% |
| YTD | -7.3% | +32.6% | -39.9% | -9.0% |
| 1Y | -13.1% | +37.4% | -50.5% | -15.2% |
| All | -13.1% | +33.0% | -46.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling