+72.6%
FERG vs KDP
+6.3%
+66.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | +2.1% | +1.3% | +2.9% |
| 30D | -11.5% | +8.5% | -20.0% | -13.2% |
| 3M | +1.3% | +6.6% | -5.3% | -0.5% |
| 6M | -1.0% | +17.1% | -18.0% | -5.1% |
| YTD | +3.2% | +19.0% | -15.8% | -1.5% |
| 1Y | -3.0% | +21.8% | -24.7% | -8.2% |
| 3Y | +55.0% | +6.4% | +48.6% | +49.9% |
| 5Y | +72.6% | +5.1% | +67.5% | +69.3% |
| All | +72.6% | +6.3% | +66.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 5y: compounded portfolio wealth divided by compounded KDP 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…
5y analysis · Full analysis span regression · 6 months rolling