+17.2%
KRMN vs FHN
+16.2%
+1.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.0% |
| 7D | -12.9% | 0.0% | -12.9% | -12.9% |
| 30D | -43.3% | -2.6% | -40.8% | -42.3% |
| 3M | -27.2% | 0.0% | -27.2% | -27.5% |
| 6M | -66.8% | +9.2% | -76.0% | -68.8% |
| YTD | -51.9% | +4.3% | -56.2% | -53.2% |
| 1Y | -43.7% | +10.8% | -54.4% | -47.6% |
| All | +17.2% | +16.2% | +1.0% | +2.0% |
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 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