-8.9%
KVUE vs THC
+258.2%
-267.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -3.9% |
| 7D | -7.2% | +4.1% | -11.3% | -7.6% |
| 30D | -5.7% | +3.5% | -9.2% | -6.1% |
| 3M | +0.2% | +61.7% | -61.6% | -4.5% |
| 6M | 0.0% | +11.8% | -11.8% | -1.6% |
| YTD | +6.5% | +35.4% | -28.9% | +2.8% |
| 1Y | -1.4% | +37.0% | -38.4% | -5.1% |
| All | -8.9% | +258.2% | -267.1% | -23.9% |
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