-1.9%
KWEB vs FHN
+128.0%
-129.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.8% |
| 7D | -5.6% | -1.9% | -3.7% | -5.3% |
| 30D | -10.7% | -5.4% | -5.2% | -10.0% |
| 3M | -7.4% | -1.4% | -6.0% | -7.4% |
| 6M | -19.3% | +9.9% | -29.2% | -20.7% |
| YTD | -27.8% | +3.9% | -31.6% | -28.5% |
| 1Y | -35.9% | +10.6% | -46.5% | -37.2% |
| 3Y | -1.9% | +130.7% | -132.6% | -19.0% |
| All | -1.9% | +128.0% | -129.9% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling