+357.0%
KGC vs FHN
+1,824.4%
-1,467.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.3% | +1.2% | -2.5% | -1.3% |
| 30D | +20.3% | -4.7% | +25.0% | +20.4% |
| 3M | +8.1% | +3.5% | +4.5% | +7.9% |
| 6M | -8.8% | +7.8% | -16.6% | -9.0% |
| YTD | +10.1% | +5.9% | +4.2% | +9.8% |
| 1Y | +44.2% | +12.5% | +31.7% | +43.6% |
| 3Y | +533.0% | +117.2% | +415.8% | +516.7% |
| 5Y | +443.0% | +86.5% | +356.5% | +426.3% |
| 10Y | +678.6% | +125.7% | +552.8% | +635.6% |
| All | +357.0% | +1,824.4% | -1,467.4% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling