+149.8%
KRE vs THC
+916.4%
-766.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.3% | +8.8% | -8.6% | -1.7% |
| 30D | +5.9% | +10.0% | -4.1% | +3.6% |
| 3M | -3.3% | +11.7% | -15.0% | -5.9% |
| 6M | +5.8% | +52.5% | -46.6% | -4.8% |
| YTD | +14.7% | +46.1% | -31.3% | +3.4% |
| 1Y | +22.0% | +49.1% | -27.1% | +9.1% |
| 3Y | +91.6% | +439.6% | -348.0% | +23.9% |
| 5Y | +13.0% | +263.2% | -250.2% | -23.5% |
| 10Y | +94.0% | +1,900.5% | -1,806.5% | -21.4% |
| All | +149.8% | +916.4% | -766.6% | -18.3% |
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