-2.3%
FERG vs KKR
-20.0%
+17.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.2% | +2.8% |
| 7D | 0.0% | -0.9% | +0.8% | +0.2% |
| 30D | -10.2% | +2.2% | -12.3% | -10.8% |
| 3M | -0.6% | +13.1% | -13.6% | -3.9% |
| 6M | -6.5% | +15.3% | -21.8% | -10.4% |
| YTD | +4.2% | -15.0% | +19.2% | +7.3% |
| 1Y | -2.3% | -21.0% | +18.7% | +1.3% |
| All | -2.3% | -20.0% | +17.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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