-20.4%
KVUE vs THC
+288.1%
-308.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.2% | -0.7% | -1.6% | -2.2% |
| 30D | -3.7% | +1.3% | -4.9% | -3.8% |
| 3M | +12.3% | +64.2% | -52.0% | +6.4% |
| 6M | +5.4% | +8.3% | -2.8% | +4.0% |
| YTD | +12.4% | +33.4% | -20.9% | +8.3% |
| 1Y | -4.4% | +37.7% | -42.0% | -8.4% |
| 3Y | -7.5% | +236.8% | -244.3% | -25.3% |
| All | -20.4% | +288.1% | -308.5% | -37.2% |
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 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