-3.0%
FERG vs KEY
+19.7%
-22.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.1% |
| 7D | +3.4% | +2.7% | +0.6% | +2.1% |
| 30D | -11.5% | -3.2% | -8.3% | -10.3% |
| 3M | +1.3% | +1.0% | +0.3% | +0.6% |
| 6M | -1.0% | +11.9% | -12.8% | -5.7% |
| YTD | +3.2% | +8.7% | -5.5% | -0.7% |
| 1Y | -3.0% | +18.5% | -21.4% | -15.2% |
| All | -3.0% | +19.7% | -22.7% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling