+24.1%
KWEB vs FHN
+192.8%
-168.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.4% |
| 7D | -1.3% | +2.7% | -3.9% | -1.8% |
| 30D | -11.5% | -3.1% | -8.4% | -11.0% |
| 3M | -2.9% | +2.3% | -5.3% | -3.5% |
| 6M | -14.6% | +9.7% | -24.4% | -16.5% |
| YTD | -25.5% | +4.7% | -30.3% | -26.5% |
| 1Y | -31.1% | +13.8% | -44.8% | -33.3% |
| 3Y | +3.0% | +131.6% | -128.6% | -15.7% |
| 5Y | -42.6% | +91.1% | -133.7% | -53.8% |
| 10Y | -21.1% | +126.6% | -147.8% | -44.8% |
| All | +24.1% | +192.8% | -168.7% | -24.3% |
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