+122.0%
KRE vs THC
+1,002.8%
-880.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -2.0% |
| 7D | -1.1% | +4.1% | -5.1% | -2.0% |
| 30D | -3.4% | +3.5% | -6.9% | -4.2% |
| 3M | +3.7% | +61.7% | -58.0% | -7.8% |
| 6M | +14.8% | +11.8% | +2.9% | +10.6% |
| YTD | +14.7% | +35.4% | -20.8% | +5.1% |
| 1Y | +16.0% | +37.0% | -21.0% | +5.6% |
| 3Y | +84.3% | +260.1% | -175.8% | +28.8% |
| 5Y | +30.9% | +262.6% | -231.7% | -12.8% |
| 10Y | +122.0% | +1,039.2% | -917.2% | +6.9% |
| All | +122.0% | +1,002.8% | -880.8% | +6.9% |
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 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