+1,545.2%
FERG vs KDP
+1,138.8%
+406.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.3% |
| 7D | +7.2% | +8.2% | -1.0% | +6.6% |
| 30D | +17.9% | +18.4% | -0.5% | +16.6% |
| 3M | -1.3% | +29.2% | -30.5% | -2.9% |
| 6M | +8.3% | +32.3% | -23.9% | +6.3% |
| YTD | +18.3% | +38.5% | -20.1% | +15.7% |
| 1Y | +4.7% | +48.5% | -43.8% | +2.0% |
| 3Y | +70.3% | +32.5% | +37.8% | +66.7% |
| 5Y | +84.6% | +19.7% | +65.0% | +82.0% |
| 10Y | +430.3% | +256.4% | +173.9% | +442.2% |
| All | +1,545.2% | +1,138.8% | +406.4% | +1,669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling