+294.5%
KEEL vs FHN
+108.9%
+185.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +3.9% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +0.8% | -4.8% | +5.6% | +2.4% |
| 3M | -35.3% | -0.7% | -34.6% | -35.4% |
| 6M | +59.4% | +10.6% | +48.8% | +53.6% |
| YTD | +51.9% | +4.6% | +47.3% | +49.3% |
| 1Y | +75.0% | +11.4% | +63.6% | +68.1% |
| 3Y | +224.5% | +132.3% | +92.3% | +161.3% |
| 5Y | -35.9% | +90.2% | -126.1% | -46.5% |
| All | +294.5% | +108.9% | +185.6% | +418.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling