-55.4%
KHC vs FHN
+126.5%
-181.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -2.2% | +2.7% | -4.9% | -2.6% |
| 30D | -0.1% | -3.1% | +3.0% | +0.3% |
| 3M | +8.3% | +2.3% | +6.0% | +7.9% |
| 6M | +5.0% | +9.7% | -4.8% | +3.5% |
| YTD | +8.0% | +4.7% | +3.3% | +7.0% |
| 1Y | -1.1% | +13.8% | -14.9% | -3.4% |
| 3Y | -10.7% | +131.6% | -142.3% | -23.2% |
| 5Y | -13.5% | +91.1% | -104.7% | -27.1% |
| 10Y | -55.4% | +126.6% | -182.0% | -65.1% |
| All | -55.4% | +126.5% | -181.9% | -65.1% |
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