+5,222.5%
KR vs THC
+557.1%
+4,665.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +4.6% | +1.0% | +3.6% | +4.5% |
| 30D | +12.2% | +5.3% | +6.9% | +11.7% |
| 3M | +24.6% | +7.1% | +17.5% | +23.8% |
| 6M | +8.2% | +46.0% | -37.9% | +4.7% |
| YTD | +15.3% | +43.9% | -28.7% | +11.4% |
| 1Y | +9.8% | +45.4% | -35.7% | +5.8% |
| 3Y | +71.4% | +421.3% | -349.9% | +47.0% |
| 5Y | +85.1% | +261.5% | -176.4% | +60.4% |
| 10Y | +159.4% | +1,865.8% | -1,706.5% | +77.4% |
| All | +5,222.5% | +557.1% | +4,665.5% | +2,905.7% |
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