+266.4%
KDP vs FHN
+90.7%
+175.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | -0.9% | +4.9% | +4.1% |
| 30D | +16.8% | +2.0% | +14.8% | +16.5% |
| 3M | +32.0% | -6.8% | +38.9% | +33.2% |
| 6M | +35.2% | -0.8% | +35.9% | +35.2% |
| YTD | +40.9% | +0.6% | +40.3% | +40.5% |
| 1Y | +47.7% | +11.5% | +36.1% | +45.1% |
| 3Y | +34.8% | +130.0% | -95.2% | +17.6% |
| 5Y | +22.6% | +60.8% | -38.2% | +9.2% |
| 10Y | +266.4% | +84.0% | +182.5% | +182.3% |
| All | +266.4% | +90.7% | +175.8% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling