+504.2%
FERG vs KWEB
+20.3%
+483.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | -11.8% | -13.0% | +1.2% | -10.5% |
| 3M | -1.2% | -7.6% | +6.3% | -0.4% |
| 6M | -2.3% | -21.1% | +18.8% | +0.1% |
| YTD | +0.8% | -28.2% | +29.0% | +4.2% |
| 1Y | +0.5% | -34.9% | +35.3% | +4.9% |
| 3Y | +51.4% | -0.8% | +52.1% | +50.5% |
| 5Y | +67.5% | -43.6% | +111.1% | +69.5% |
| 10Y | +348.1% | -21.7% | +369.8% | +347.9% |
| All | +504.2% | +20.3% | +483.9% | +464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling