+430.3%
FERG vs KEY
+109.2%
+321.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +7.2% | +0.5% | +6.7% | +7.2% |
| 30D | +17.9% | +6.9% | +11.0% | +16.9% |
| 3M | -1.3% | -5.0% | +3.7% | -0.6% |
| 6M | +8.3% | +0.7% | +7.6% | +8.2% |
| YTD | +18.3% | +6.5% | +11.9% | +17.4% |
| 1Y | +4.7% | +22.6% | -17.9% | +2.0% |
| 3Y | +70.3% | +125.3% | -55.1% | +55.3% |
| 5Y | +84.6% | +13.9% | +70.7% | +73.5% |
| 10Y | +430.3% | +105.3% | +325.0% | +429.9% |
| All | +430.3% | +109.2% | +321.1% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling