+1,348.4%
FERG vs KDP
+966.3%
+382.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -10.2% | +6.0% | -16.2% | -10.5% |
| 3M | -0.6% | +9.2% | -9.8% | -1.2% |
| 6M | -6.5% | +14.7% | -21.2% | -7.4% |
| YTD | +4.2% | +19.2% | -15.0% | +2.9% |
| 1Y | -2.3% | +15.2% | -17.4% | -3.3% |
| 3Y | +48.5% | +6.0% | +42.5% | +47.4% |
| 5Y | +72.0% | +5.4% | +66.6% | +71.3% |
| 10Y | +369.9% | +171.9% | +198.0% | +383.6% |
| All | +1,348.4% | +966.3% | +382.2% | +1,473.9% |
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