+59.6%
KEYS vs FHN
+14.6%
+45.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -7.1% |
| 7D | -14.8% | +2.3% | -17.1% | -15.8% |
| 30D | -25.6% | +1.6% | -27.2% | -26.3% |
| 3M | -16.2% | -8.4% | -7.9% | -11.8% |
| 6M | -18.6% | -2.3% | -16.4% | -17.7% |
| YTD | +40.7% | +1.5% | +39.2% | +35.8% |
| 1Y | +59.6% | +15.0% | +44.6% | +36.5% |
| All | +59.6% | +14.6% | +45.0% | +36.5% |
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