-43.1%
KHC vs FHN
+131.9%
-175.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | +1.2% | -2.9% | -2.0% |
| 30D | -1.9% | -4.7% | +2.8% | -1.2% |
| 3M | +14.4% | +3.5% | +10.8% | +13.7% |
| 6M | +8.7% | +7.8% | +0.9% | +7.3% |
| YTD | +7.8% | +5.9% | +1.9% | +6.5% |
| 1Y | -1.5% | +12.5% | -14.0% | -3.8% |
| 3Y | -9.9% | +117.2% | -127.1% | -22.5% |
| 5Y | -10.7% | +86.5% | -97.3% | -25.2% |
| 10Y | -55.7% | +125.7% | -181.4% | -68.3% |
| All | -43.1% | +131.9% | -175.1% | -59.8% |
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