+1,069.3%
FHN vs KIM
+3,058.9%
-1,989.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -4.7% | -4.0% | -0.7% | -2.6% |
| 3M | +3.5% | +0.5% | +3.0% | +3.0% |
| 6M | +7.8% | +3.6% | +4.2% | +5.4% |
| YTD | +5.9% | +20.4% | -14.6% | -4.8% |
| 1Y | +12.5% | +9.7% | +2.8% | +6.1% |
| 3Y | +117.2% | +46.0% | +71.2% | +74.4% |
| 5Y | +86.5% | +34.4% | +52.1% | +50.0% |
| 10Y | +125.7% | +29.3% | +96.4% | +69.5% |
| All | +1,069.3% | +3,058.9% | -1,989.7% | +259.3% |
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