-14.8%
KHC vs FHN
+56.9%
-71.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | +12.0% | +0.2% | +11.7% | +12.0% |
| 3M | +0.2% | -9.0% | +9.2% | +0.5% |
| 6M | +10.3% | -6.8% | +17.2% | +10.6% |
| YTD | +6.7% | -1.5% | +8.2% | +6.8% |
| 1Y | +10.9% | +10.9% | -0.1% | +10.4% |
| 3Y | -12.6% | +119.4% | -132.0% | -14.8% |
| All | -14.8% | +56.9% | -71.8% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling