+4,850.9%
KNX vs FHN
+465.0%
+4,385.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +6.4% | +2.7% | +3.7% | +5.6% |
| 30D | +1.4% | -3.1% | +4.5% | +2.3% |
| 3M | -12.0% | +2.3% | -14.4% | -12.6% |
| 6M | +25.2% | +9.7% | +15.4% | +22.1% |
| YTD | +36.6% | +4.7% | +31.9% | +35.0% |
| 1Y | +67.6% | +13.8% | +53.8% | +61.5% |
| 3Y | +40.8% | +131.6% | -90.7% | +11.3% |
| 5Y | +43.3% | +91.1% | -47.8% | +12.7% |
| 10Y | +170.1% | +126.6% | +43.4% | +86.7% |
| All | +4,850.9% | +465.0% | +4,385.8% | +2,481.9% |
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