+587.2%
KGC vs FHN
+81.8%
+505.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -6.7% | +2.1% | -8.8% | -6.6% |
| 30D | -6.7% | +3.8% | -10.4% | -6.6% |
| 3M | -22.6% | -8.9% | -13.6% | -22.6% |
| 6M | -33.4% | +1.8% | -35.2% | -33.4% |
| YTD | -26.0% | +0.6% | -26.6% | -26.0% |
| 1Y | -18.3% | +12.9% | -31.2% | -18.2% |
| 3Y | +315.8% | +126.4% | +189.4% | +321.8% |
| 5Y | +225.7% | +62.3% | +163.4% | +227.7% |
| All | +587.2% | +81.8% | +505.3% | +584.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling