-59.7%
KRMN vs FHN
+14.6%
-74.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.7% | -15.2% | -15.1% |
| 7D | -10.0% | +2.3% | -12.3% | -12.1% |
| 30D | +3.5% | +1.6% | +1.9% | +1.7% |
| 3M | -36.7% | -8.4% | -28.3% | -31.6% |
| 6M | -47.7% | -2.3% | -45.4% | -47.3% |
| YTD | -53.3% | +1.5% | -54.8% | -54.8% |
| 1Y | -59.7% | +15.0% | -74.7% | -66.0% |
| All | -59.7% | +14.6% | -74.2% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling