+13.0%
KRE vs THC
+266.8%
-253.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +8.8% | -8.6% | -1.5% |
| 30D | +5.9% | +10.0% | -4.1% | +3.8% |
| 3M | -3.3% | +11.7% | -15.0% | -5.7% |
| 6M | +5.8% | +52.5% | -46.6% | -3.8% |
| YTD | +14.7% | +46.1% | -31.3% | +4.4% |
| 1Y | +22.0% | +49.1% | -27.1% | +10.2% |
| 3Y | +91.6% | +439.6% | -348.0% | +21.1% |
| 5Y | +13.0% | +263.2% | -250.2% | -23.2% |
| All | +13.0% | +266.8% | -253.9% | -23.2% |
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