+127.3%
KEY vs FHN
+130.0%
-2.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.8% | +1.3% | +0.5% | +0.7% |
| 30D | +7.1% | +2.8% | +4.3% | +4.8% |
| 3M | -5.9% | -8.9% | +3.0% | +1.6% |
| 6M | +2.2% | -0.7% | +2.9% | +2.7% |
| YTD | +6.4% | +0.1% | +6.3% | +6.2% |
| 1Y | +24.8% | +10.4% | +14.4% | +14.8% |
| All | +127.3% | +130.0% | -2.7% | +7.1% |
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 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