+121.6%
KRE vs FHN
+129.4%
-7.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | -3.9% | -2.6% | -1.3% | -2.2% |
| 3M | +3.6% | +0.8% | +2.8% | +2.9% |
| 6M | +15.4% | +9.2% | +6.2% | +8.5% |
| YTD | +15.2% | +5.1% | +10.1% | +11.3% |
| 1Y | +16.5% | +12.2% | +4.2% | +7.2% |
| 3Y | +85.2% | +132.4% | -47.3% | +4.0% |
| 5Y | +33.1% | +91.1% | -58.0% | -25.8% |
| All | +121.6% | +129.4% | -7.8% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling