+41.1%
KNX vs FHN
+87.6%
-46.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -0.5% | -0.8% | +0.3% | -0.3% |
| 30D | +1.0% | -2.6% | +3.7% | +1.8% |
| 3M | -12.6% | +0.8% | -13.5% | -12.8% |
| 6M | +21.1% | +9.2% | +11.9% | +18.3% |
| YTD | +33.2% | +5.1% | +28.1% | +31.5% |
| 1Y | +67.8% | +12.2% | +55.6% | +62.5% |
| 3Y | +37.3% | +132.4% | -95.1% | +16.5% |
| 5Y | +41.1% | +91.1% | -50.0% | +21.2% |
| All | +41.1% | +87.6% | -46.6% | +21.2% |
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