+33.0%
KRE vs THC
+248.0%
-215.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.8% |
| 7D | +2.3% | -2.6% | +4.9% | +2.8% |
| 30D | -2.5% | -1.2% | -1.3% | -2.3% |
| 3M | +6.2% | +58.9% | -52.7% | -4.0% |
| 6M | +15.8% | +9.3% | +6.5% | +12.8% |
| YTD | +16.0% | +30.4% | -14.4% | +8.3% |
| 1Y | +16.2% | +34.6% | -18.4% | +7.1% |
| 3Y | +86.4% | +246.7% | -160.3% | +31.5% |
| 5Y | +33.0% | +244.5% | -211.6% | -6.8% |
| All | +33.0% | +248.0% | -215.0% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling