+1,782.5%
KMB vs FHN
+1,824.4%
-41.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +1.2% | -4.2% | -3.2% |
| 30D | -5.5% | -4.7% | -0.8% | -5.0% |
| 3M | +14.0% | +3.5% | +10.4% | +13.5% |
| 6M | +4.1% | +7.8% | -3.7% | +3.1% |
| YTD | +8.0% | +5.9% | +2.2% | +7.2% |
| 1Y | -13.7% | +12.5% | -26.2% | -15.2% |
| 3Y | -5.9% | +117.2% | -123.2% | -15.9% |
| 5Y | -8.6% | +86.5% | -95.2% | -19.1% |
| 10Y | +17.3% | +125.7% | -108.5% | -4.4% |
| All | +1,782.5% | +1,824.4% | -41.9% | +718.6% |
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