+83.8%
KEYS vs FHN
+86.3%
-2.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | -1.3% | -2.6% | +1.3% | -0.6% |
| 3M | -0.1% | 0.0% | -0.2% | -0.2% |
| 6M | +17.4% | +9.2% | +8.1% | +14.7% |
| YTD | +62.9% | +4.3% | +58.6% | +61.0% |
| 1Y | +95.7% | +10.8% | +85.0% | +90.4% |
| 3Y | +150.2% | +130.7% | +19.5% | +114.4% |
| All | +83.8% | +86.3% | -2.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling