+35.8%
KNX vs FHN
+129.5%
-93.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.6% | -1.2% | -4.4% | -5.0% |
| 30D | -4.4% | -4.8% | +0.4% | -2.1% |
| 3M | -17.3% | -0.7% | -16.6% | -17.0% |
| 6M | +22.6% | +10.6% | +12.0% | +17.0% |
| YTD | +31.1% | +4.6% | +26.5% | +28.3% |
| 1Y | +60.2% | +11.4% | +48.8% | +51.6% |
| 3Y | +35.8% | +132.3% | -96.5% | +2.8% |
| All | +35.8% | +129.5% | -93.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling