+65.0%
FERG vs KEY
+11.7%
+53.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | +8.7% | +5.1% | +3.5% | +7.1% |
| 3M | -7.4% | -7.1% | -0.3% | -5.4% |
| 6M | -6.6% | -4.4% | -2.3% | -5.5% |
| YTD | +6.6% | +4.0% | +2.6% | +5.2% |
| 1Y | -3.6% | +23.4% | -27.0% | -9.5% |
| 3Y | +56.4% | +113.9% | -57.5% | +24.0% |
| All | +65.0% | +11.7% | +53.3% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling