+1,382.0%
FERG vs KEY
+508.3%
+873.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | +8.7% | +5.1% | +3.5% | +8.1% |
| 3M | -7.4% | -7.1% | -0.3% | -6.7% |
| 6M | -6.6% | -4.4% | -2.3% | -6.2% |
| YTD | +6.6% | +4.0% | +2.6% | +6.2% |
| 1Y | -3.6% | +23.4% | -27.0% | -5.6% |
| 3Y | +56.4% | +113.9% | -57.5% | +45.9% |
| 5Y | +67.5% | +12.3% | +55.2% | +60.2% |
| 10Y | +434.6% | +125.5% | +309.1% | +408.8% |
| All | +1,382.0% | +508.3% | +873.6% | +1,333.1% |
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