-24.4%
KVUE vs THC
+285.8%
-310.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -5.6% | +1.5% | -7.1% | -5.8% |
| 3M | -0.3% | +59.9% | -60.2% | -5.3% |
| 6M | +1.4% | +11.0% | -9.6% | -0.3% |
| YTD | +6.7% | +32.6% | -25.8% | +2.9% |
| 1Y | +1.0% | +37.4% | -36.4% | -3.3% |
| 3Y | -5.4% | +252.5% | -257.9% | -24.6% |
| All | -24.4% | +285.8% | -310.2% | -40.4% |
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