-33.9%
KWEB vs FHN
+14.6%
-48.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.3% |
| 7D | +5.8% | +2.3% | +3.5% | +5.5% |
| 30D | -1.0% | +1.6% | -2.6% | -1.2% |
| 3M | -15.8% | -8.4% | -7.4% | -15.0% |
| 6M | -14.9% | -2.3% | -12.7% | -15.2% |
| YTD | -28.6% | +1.5% | -30.1% | -30.0% |
| 1Y | -33.9% | +15.0% | -48.9% | -36.6% |
| All | -33.9% | +14.6% | -48.5% | -36.6% |
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