+119.4%
FHN vs KIM
+57.8%
+61.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -3.2% |
| 30D | +0.2% | +16.8% | -16.6% | -8.5% |
| 3M | -9.0% | +5.7% | -14.7% | -12.0% |
| 6M | -6.8% | +9.7% | -16.5% | -12.1% |
| YTD | -1.5% | +30.2% | -31.7% | -16.7% |
| 1Y | +10.9% | +32.1% | -21.2% | -7.1% |
| 3Y | +119.4% | +58.6% | +60.8% | +55.9% |
| All | +119.4% | +57.8% | +61.5% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling