+82.6%
KO vs FHN
+87.1%
-4.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.3% |
| 30D | +1.8% | -5.4% | +7.3% | +2.0% |
| 3M | +7.7% | -1.4% | +9.1% | +7.7% |
| 6M | +15.3% | +9.9% | +5.4% | +14.9% |
| YTD | +28.0% | +3.9% | +24.1% | +27.8% |
| 1Y | +34.3% | +10.6% | +23.7% | +33.7% |
| 3Y | +63.8% | +130.7% | -66.9% | +57.2% |
| All | +82.6% | +87.1% | -4.6% | +73.4% |
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