-44.1%
KHC vs FHN
+120.3%
-164.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -2.0% | -0.5% | -1.6% | -2.0% |
| 30D | +9.7% | +1.9% | +7.7% | +9.3% |
| 3M | -2.0% | -6.9% | +4.9% | -1.0% |
| 6M | +5.4% | -3.1% | +8.5% | +5.9% |
| YTD | +5.9% | +0.6% | +5.3% | +5.5% |
| 1Y | +7.5% | +12.4% | -4.9% | +5.1% |
| 3Y | -12.4% | +133.7% | -146.1% | -25.6% |
| 5Y | -15.8% | +61.4% | -77.2% | -27.2% |
| 10Y | -54.1% | +97.9% | -151.9% | -66.1% |
| All | -44.1% | +120.3% | -164.4% | -60.2% |
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