+29.1%
KDP vs FHN
+114.0%
-84.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.2% | -1.0% | +3.2% | +2.3% |
| 30D | +19.9% | +0.2% | +19.7% | +19.9% |
| 3M | +21.5% | -9.0% | +30.5% | +22.1% |
| 6M | +30.1% | -6.8% | +36.9% | +30.6% |
| YTD | +34.9% | -1.5% | +36.5% | +35.0% |
| 1Y | +43.4% | +10.9% | +32.4% | +42.6% |
| 3Y | +29.1% | +119.4% | -90.3% | +20.8% |
| All | +29.1% | +114.0% | -84.9% | +20.8% |
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