+259.5%
FERG vs KEEL
+280.1%
-20.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.7% |
| 7D | -1.0% | +2.7% | -3.7% | -1.2% |
| 30D | -11.8% | +4.6% | -16.4% | -12.2% |
| 3M | -1.2% | -34.5% | +33.2% | -0.1% |
| 6M | -2.3% | +59.3% | -61.6% | -5.6% |
| YTD | +0.8% | +46.4% | -45.6% | -2.6% |
| 1Y | +0.5% | +96.6% | -96.1% | -5.0% |
| 3Y | +51.4% | +182.0% | -130.6% | +36.8% |
| 5Y | +67.5% | -38.2% | +105.7% | +52.7% |
| All | +259.5% | +280.1% | -20.6% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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