+4,250.2%
KO vs FHN
+1,803.6%
+2,446.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +0.4% | +2.7% | -2.3% | 0.0% |
| 30D | +1.5% | -3.1% | +4.6% | +1.9% |
| 3M | +11.8% | +2.3% | +9.5% | +11.4% |
| 6M | +16.2% | +9.7% | +6.5% | +14.5% |
| YTD | +28.1% | +4.7% | +23.3% | +26.8% |
| 1Y | +34.8% | +13.8% | +21.0% | +31.6% |
| 3Y | +65.5% | +131.6% | -66.1% | +42.6% |
| 5Y | +81.6% | +91.1% | -9.6% | +55.6% |
| 10Y | +176.7% | +126.6% | +50.1% | +118.7% |
| All | +4,250.2% | +1,803.6% | +2,446.6% | +1,630.7% |
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