+91.6%
KRE vs THC
+450.2%
-358.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +8.8% | -8.6% | -1.0% |
| 30D | +5.9% | +10.0% | -4.1% | +4.3% |
| 3M | -3.3% | +11.7% | -15.0% | -5.1% |
| 6M | +5.8% | +52.5% | -46.6% | -1.5% |
| YTD | +14.7% | +46.1% | -31.3% | +7.0% |
| 1Y | +22.0% | +49.1% | -27.1% | +13.0% |
| 3Y | +91.6% | +439.6% | -348.0% | +10.9% |
| All | +91.6% | +450.2% | -358.6% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling