+4,143.0%
KR vs FHN
+1,796.6%
+2,346.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +0.6% | -2.6% | +3.2% | +1.0% |
| 3M | -9.8% | 0.0% | -9.8% | -9.8% |
| 6M | -22.1% | +9.2% | -31.4% | -23.3% |
| YTD | -8.1% | +4.3% | -12.5% | -9.0% |
| 1Y | -14.7% | +10.8% | -25.4% | -16.5% |
| 3Y | +28.6% | +130.7% | -102.2% | +10.0% |
| 5Y | +36.4% | +87.4% | -51.0% | +16.5% |
| 10Y | +120.8% | +126.9% | -6.1% | +70.5% |
| All | +4,143.0% | +1,796.6% | +2,346.3% | +1,074.5% |
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