-2.3%
FERG vs KEYS
+98.0%
-100.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.9% |
| 7D | 0.0% | +2.3% | -2.3% | -0.6% |
| 30D | -10.2% | -2.6% | -7.6% | -9.8% |
| 3M | -0.6% | -4.6% | +4.1% | -0.1% |
| 6M | -6.5% | +8.7% | -15.3% | -10.2% |
| YTD | +4.2% | +61.0% | -56.9% | -12.4% |
| 1Y | -2.3% | +96.0% | -98.3% | -27.0% |
| All | -2.3% | +98.0% | -100.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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