+38.3%
KMB vs FHN
+81.8%
-43.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +0.9% | +2.1% | -1.2% | +0.8% |
| 30D | +10.1% | +3.8% | +6.3% | +9.9% |
| 3M | 0.0% | -8.9% | +9.0% | +0.6% |
| 6M | +15.7% | +1.8% | +13.9% | +15.6% |
| YTD | +12.6% | +0.6% | +12.1% | +12.6% |
| 1Y | +10.1% | +12.9% | -2.8% | +9.4% |
| 3Y | +2.1% | +126.4% | -124.2% | -3.5% |
| 5Y | -0.7% | +62.3% | -63.0% | -5.5% |
| All | +38.3% | +81.8% | -43.6% | +25.9% |
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