+16.8%
KMB vs FHN
+126.5%
-109.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.9% |
| 7D | -2.7% | +2.7% | -5.4% | -2.9% |
| 30D | -5.0% | -3.1% | -1.9% | -4.9% |
| 3M | +6.6% | +2.3% | +4.2% | +6.4% |
| 6M | +1.0% | +9.7% | -8.8% | +0.5% |
| YTD | +6.0% | +4.7% | +1.2% | +5.6% |
| 1Y | -16.6% | +13.8% | -30.4% | -17.3% |
| 3Y | -8.6% | +131.6% | -140.2% | -13.8% |
| 5Y | -10.9% | +91.1% | -102.0% | -16.3% |
| 10Y | +16.8% | +126.6% | -109.8% | +1.4% |
| All | +16.8% | +126.5% | -109.7% | +1.4% |
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 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