+448.7%
FERG vs KEYS
+1,113.8%
-665.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -0.2% |
| 7D | -2.6% | +3.5% | -6.1% | -3.4% |
| 30D | -8.9% | -4.5% | -4.4% | -8.1% |
| 3M | -2.0% | -0.4% | -1.6% | -2.5% |
| 6M | -3.2% | +19.1% | -22.3% | -7.7% |
| YTD | +1.5% | +66.7% | -65.2% | -10.7% |
| 1Y | +0.5% | +96.5% | -96.0% | -15.0% |
| 3Y | +50.4% | +155.2% | -104.7% | +20.3% |
| 5Y | +68.7% | +88.0% | -19.3% | +39.6% |
| 10Y | +351.3% | +1,046.8% | -695.5% | +245.3% |
| All | +448.7% | +1,113.8% | -665.1% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling