+43.5%
KDP vs FHN
+14.6%
+28.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.7% |
| 7D | +5.3% | +2.3% | +3.0% | +5.1% |
| 30D | +19.1% | +1.6% | +17.5% | +18.9% |
| 3M | +19.2% | -8.4% | +27.5% | +19.5% |
| 6M | +29.3% | -2.3% | +31.6% | +29.8% |
| YTD | +35.5% | +1.5% | +34.0% | +35.8% |
| 1Y | +43.5% | +15.0% | +28.5% | +44.0% |
| All | +43.5% | +14.6% | +28.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling