+358.9%
FERG vs KEY
+167.9%
+191.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +3.4% | +2.7% | +0.6% | +3.0% |
| 30D | -11.5% | -3.2% | -8.3% | -11.1% |
| 3M | +1.3% | +1.0% | +0.3% | +1.1% |
| 6M | -1.0% | +11.9% | -12.8% | -2.4% |
| YTD | +3.2% | +8.7% | -5.5% | +2.1% |
| 1Y | -3.0% | +18.5% | -21.4% | -5.2% |
| 3Y | +55.0% | +124.0% | -68.9% | +41.0% |
| 5Y | +72.6% | +40.8% | +31.8% | +61.7% |
| All | +358.9% | +167.9% | +191.1% | +330.3% |
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