+155.8%
KRE vs FHN
+12.5%
+143.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.3% | +1.2% | +0.1% | +0.6% |
| 30D | -2.7% | -4.7% | +2.0% | +0.1% |
| 3M | +8.2% | +3.5% | +4.6% | +5.9% |
| 6M | +12.8% | +7.8% | +5.0% | +7.9% |
| YTD | +17.5% | +5.9% | +11.6% | +13.7% |
| 1Y | +16.6% | +12.5% | +4.1% | +8.6% |
| 3Y | +79.5% | +117.2% | -37.7% | +14.4% |
| 5Y | +32.4% | +86.5% | -54.1% | -15.9% |
| 10Y | +124.1% | +125.7% | -1.6% | +25.3% |
| All | +155.8% | +12.5% | +143.3% | +60.3% |
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 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