+4,304.6%
KR vs THC
+508.9%
+3,795.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +4.1% | +1.3% | +2.8% | +4.0% |
| 3M | -5.2% | +64.2% | -69.5% | -9.0% |
| 6M | -12.8% | +8.3% | -21.0% | -13.6% |
| YTD | -4.6% | +33.4% | -38.0% | -7.2% |
| 1Y | -11.7% | +37.7% | -49.4% | -14.5% |
| 3Y | +36.3% | +236.8% | -200.5% | +21.0% |
| 5Y | +40.0% | +249.3% | -209.3% | +21.6% |
| 10Y | +122.2% | +995.2% | -873.0% | +59.7% |
| All | +4,304.6% | +508.9% | +3,795.7% | +2,403.9% |
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