-20.1%
KGC vs FHN
+10.7%
-30.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.1% | +1.3% | -5.3% | -4.4% |
| 30D | -11.6% | +2.8% | -14.5% | -12.3% |
| 3M | -24.5% | -8.9% | -15.6% | -22.8% |
| 6M | -34.6% | -0.7% | -33.9% | -35.4% |
| YTD | -26.2% | +0.1% | -26.2% | -29.1% |
| 1Y | -20.1% | +10.4% | -30.5% | -25.3% |
| All | -20.1% | +10.7% | -30.8% | -25.3% |
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