+424.2%
FERG vs KEY
+96.4%
+327.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +9.7% | +2.9% | +6.8% | +9.3% |
| 30D | +15.0% | +8.4% | +6.6% | +13.8% |
| 3M | +3.8% | -5.8% | +9.5% | +4.6% |
| 6M | +10.6% | +5.4% | +5.2% | +9.9% |
| YTD | +17.0% | +7.1% | +9.9% | +16.0% |
| 1Y | +7.1% | +26.8% | -19.7% | +3.9% |
| 3Y | +67.7% | +128.7% | -60.9% | +52.7% |
| 5Y | +76.4% | +13.6% | +62.8% | +65.6% |
| All | +424.2% | +96.4% | +327.8% | +418.8% |
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