+126.6%
FHN vs KIM
+29.1%
+97.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -3.1% | -1.7% | -1.4% | -2.2% |
| 3M | +2.3% | -0.8% | +3.2% | +2.6% |
| 6M | +9.7% | +4.4% | +5.3% | +6.8% |
| YTD | +4.7% | +21.2% | -16.5% | -6.4% |
| 1Y | +13.8% | +10.5% | +3.2% | +6.8% |
| 3Y | +131.6% | +47.5% | +84.1% | +84.1% |
| 5Y | +91.1% | +37.1% | +54.1% | +50.5% |
| 10Y | +126.6% | +29.5% | +97.2% | +25.8% |
| All | +126.6% | +29.1% | +97.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling