+26.8%
KDP vs FHN
+131.2%
-104.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | -0.8% | +2.1% | -2.9% | -0.9% |
| 30D | +9.7% | +3.8% | +5.9% | +9.5% |
| 3M | +17.6% | -8.9% | +26.6% | +18.2% |
| 6M | +25.8% | +1.8% | +24.0% | +25.8% |
| YTD | +33.9% | +0.6% | +33.3% | +33.8% |
| 1Y | +38.9% | +12.9% | +25.9% | +38.0% |
| 3Y | +26.8% | +126.4% | -99.6% | +19.7% |
| All | +26.8% | +131.2% | -104.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling