-0.6%
KMB vs FHN
+56.9%
-57.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.5% | -1.0% | +1.4% | +0.5% |
| 30D | +12.4% | +0.2% | +12.2% | +12.4% |
| 3M | +1.0% | -9.0% | +10.0% | +1.1% |
| 6M | +12.1% | -6.8% | +19.0% | +12.3% |
| YTD | +11.6% | -1.5% | +13.1% | +11.7% |
| 1Y | +13.1% | +10.9% | +2.2% | +13.1% |
| 3Y | +1.6% | +119.4% | -117.8% | +0.8% |
| All | -0.6% | +56.9% | -57.5% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling