+1,375.2%
FERG vs KKR
+1,637.1%
-261.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | -15.1% | +0.3% | -15.3% | -15.2% |
| 3M | -4.8% | +8.8% | -13.7% | -6.4% |
| 6M | -2.5% | +14.9% | -17.4% | -5.1% |
| YTD | +1.8% | -17.9% | +19.7% | +4.5% |
| 1Y | -0.3% | -23.7% | +23.4% | +3.3% |
| 3Y | +52.9% | +69.1% | -16.1% | +40.1% |
| 5Y | +69.3% | +72.6% | -3.3% | +52.4% |
| 10Y | +352.7% | +728.2% | -375.5% | +272.4% |
| All | +1,375.2% | +1,637.1% | -261.8% | +1,030.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling