+1,012.2%
FHN vs KIM
+3,337.3%
-2,325.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.9% | +2.8% | -1.9% | -0.6% |
| 30D | +2.1% | +15.9% | -13.8% | -5.8% |
| 3M | -6.0% | +7.8% | -13.7% | -9.8% |
| 6M | -2.9% | +11.9% | -14.8% | -9.0% |
| YTD | +0.7% | +31.0% | -30.3% | -13.6% |
| 1Y | +11.0% | +32.3% | -21.3% | -5.3% |
| 3Y | +130.3% | +65.5% | +64.8% | +72.9% |
| 5Y | +61.3% | +37.2% | +24.1% | +28.6% |
| 10Y | +89.6% | +63.9% | +25.7% | +25.8% |
| All | +1,012.2% | +3,337.3% | -2,325.1% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling