+309.9%
KEEL vs FHN
+108.4%
+201.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +19.3% | 0.0% | +19.3% | +19.3% |
| 30D | +9.1% | -2.6% | +11.7% | +10.0% |
| 3M | -31.5% | 0.0% | -31.6% | -31.7% |
| 6M | +75.8% | +9.2% | +66.6% | +70.2% |
| YTD | +57.9% | +4.3% | +53.5% | +55.3% |
| 1Y | +133.3% | +10.8% | +122.6% | +124.6% |
| 3Y | +204.1% | +130.7% | +73.4% | +145.3% |
| 5Y | -37.5% | +87.4% | -124.9% | -47.7% |
| All | +309.9% | +108.4% | +201.6% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling