+177.6%
KEEL vs FHN
+13.2%
+164.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +7.8% | +1.2% | +6.6% | +7.2% |
| 30D | -11.7% | -4.7% | -7.0% | -9.5% |
| 3M | -41.5% | +3.5% | -45.0% | -43.0% |
| 6M | +54.9% | +7.8% | +47.1% | +46.5% |
| YTD | +47.7% | +5.9% | +41.8% | +42.1% |
| 1Y | +177.6% | +12.5% | +165.1% | +153.4% |
| All | +177.6% | +13.2% | +164.4% | +153.4% |
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