+35.7%
KGC vs FHN
+13.3%
+22.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | -2.6% | +13.1% | +10.4% |
| 3M | +19.8% | 0.0% | +19.8% | +19.3% |
| 6M | -6.7% | +9.2% | -15.9% | -7.5% |
| YTD | +7.8% | +4.3% | +3.4% | +6.3% |
| 1Y | +35.7% | +10.8% | +24.9% | +39.0% |
| All | +35.7% | +13.3% | +22.4% | +39.0% |
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