-22.5%
KWEB vs FHN
+128.3%
-150.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -10.7% | -4.8% | -5.9% | -10.0% |
| 3M | -7.4% | -0.7% | -6.7% | -7.4% |
| 6M | -19.3% | +10.6% | -29.9% | -20.9% |
| YTD | -27.8% | +4.6% | -32.4% | -28.5% |
| 1Y | -35.9% | +11.4% | -47.3% | -37.4% |
| 3Y | -1.9% | +132.3% | -134.2% | -16.9% |
| 5Y | -43.2% | +90.2% | -133.3% | -52.4% |
| All | -22.5% | +128.3% | -150.8% | -39.2% |
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