+351.3%
FERG vs KWEB
-19.7%
+371.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -2.6% | -5.6% | +3.0% | -1.9% |
| 30D | -8.9% | -10.7% | +1.8% | -7.7% |
| 3M | -2.0% | -7.4% | +5.4% | -1.2% |
| 6M | -3.2% | -19.3% | +16.1% | -0.8% |
| YTD | +1.5% | -27.8% | +29.3% | +5.3% |
| 1Y | +0.5% | -35.9% | +36.4% | +5.5% |
| 3Y | +50.4% | -1.9% | +52.3% | +49.6% |
| 5Y | +68.7% | -43.2% | +111.9% | +71.1% |
| All | +351.3% | -19.7% | +371.0% | +372.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling