+195.3%
KLAC vs FHN
+131.2%
+64.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +10.0% | +2.1% | +7.9% | +9.0% |
| 30D | -14.8% | +3.8% | -18.6% | -16.1% |
| 3M | -27.2% | -8.9% | -18.2% | -24.2% |
| 6M | -17.5% | +1.8% | -19.3% | -18.1% |
| YTD | +25.8% | +0.6% | +25.2% | +25.2% |
| 1Y | +31.8% | +12.9% | +18.9% | +25.1% |
| 3Y | +195.3% | +126.4% | +68.9% | +130.7% |
| All | +195.3% | +131.2% | +64.1% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling