+1,348.4%
FERG vs KEY
+547.2%
+801.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -10.2% | -3.0% | -7.2% | -9.9% |
| 3M | -0.6% | +3.3% | -3.9% | -0.9% |
| 6M | -6.5% | +9.2% | -15.7% | -7.4% |
| YTD | +4.2% | +10.6% | -6.5% | +3.1% |
| 1Y | -2.3% | +20.4% | -22.7% | -4.2% |
| 3Y | +48.5% | +121.8% | -73.4% | +37.8% |
| 5Y | +72.0% | +41.1% | +30.9% | +63.0% |
| 10Y | +369.9% | +168.5% | +201.4% | +342.4% |
| All | +1,348.4% | +547.2% | +801.3% | +1,291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling