+1,311.2%
FERG vs KR
+685.0%
+626.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.7% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -8.9% | +5.1% | -13.9% | -8.9% |
| 3M | -2.0% | -8.2% | +6.1% | -2.0% |
| 6M | -3.2% | -18.0% | +14.8% | -3.2% |
| YTD | +1.5% | -4.8% | +6.3% | +1.4% |
| 1Y | +0.5% | -11.0% | +11.5% | +0.4% |
| 3Y | +50.4% | +37.7% | +12.7% | +48.8% |
| 5Y | +68.7% | +52.8% | +15.9% | +66.8% |
| 10Y | +351.3% | +128.8% | +222.5% | +348.5% |
| All | +1,311.2% | +685.0% | +626.2% | +1,513.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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