+16.2%
KDP vs FHN
+61.2%
-45.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.3% |
| 6M | +25.8% | +1.8% | +24.0% | +25.6% |
| YTD | +33.9% | +0.6% | +33.3% | +33.7% |
| 1Y | +38.9% | +12.9% | +25.9% | +37.6% |
| 3Y | +26.8% | +126.4% | -99.6% | +18.4% |
| All | +16.2% | +61.2% | -45.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling