+31.7%
KRE vs FERG
+67.5%
-35.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -1.8% | -2.6% | +0.7% | -0.8% |
| 30D | -4.5% | -8.9% | +4.4% | -0.8% |
| 3M | +2.7% | -2.0% | +4.8% | +3.0% |
| 6M | +16.9% | -3.2% | +20.0% | +17.0% |
| YTD | +15.4% | +1.5% | +13.9% | +12.9% |
| 1Y | +16.1% | +0.5% | +15.6% | +13.3% |
| 3Y | +85.7% | +50.4% | +35.3% | +45.1% |
| All | +31.7% | +67.5% | -35.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 5y: compounded portfolio wealth divided by compounded FERG 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…
5y analysis · Full analysis span regression · 6 months rolling