+141.4%
KEYS vs FHN
+131.2%
+10.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +9.4% | +2.1% | +7.3% | +8.4% |
| 30D | -16.8% | +3.8% | -20.6% | -18.3% |
| 3M | -15.9% | -8.9% | -6.9% | -12.2% |
| 6M | -17.6% | +1.8% | -19.4% | -18.6% |
| YTD | +46.5% | +0.6% | +45.9% | +45.3% |
| 1Y | +66.9% | +12.9% | +54.0% | +56.8% |
| 3Y | +141.4% | +126.4% | +15.0% | +75.7% |
| All | +141.4% | +131.2% | +10.2% | +75.7% |
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