+149.8%
KMI vs FHN
+60.0%
+89.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +6.0% | +1.3% | +4.8% | +5.8% |
| 30D | -3.4% | +2.8% | -6.2% | -3.8% |
| 3M | +1.8% | -8.9% | +10.7% | +3.3% |
| 6M | +0.4% | -0.7% | +1.1% | +0.4% |
| YTD | +20.8% | +0.1% | +20.8% | +20.3% |
| 1Y | +23.0% | +10.4% | +12.6% | +20.4% |
| 3Y | +123.3% | +128.8% | -5.5% | +94.4% |
| 5Y | +149.8% | +61.5% | +88.3% | +114.6% |
| All | +149.8% | +60.0% | +89.8% | +114.6% |
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 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