+47.7%
KDP vs FHN
+10.5%
+37.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.6% |
| 3M | +32.0% | -6.8% | +38.9% | +32.4% |
| 6M | +35.2% | -0.8% | +35.9% | +35.9% |
| YTD | +40.9% | +0.6% | +40.3% | +41.4% |
| 1Y | +47.7% | +11.5% | +36.1% | +47.5% |
| All | +47.7% | +10.5% | +37.2% | +47.5% |
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