+289.9%
FAST vs KEEL
+280.1%
+9.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +0.6% |
| 7D | -0.4% | +2.7% | -3.1% | -0.5% |
| 30D | -6.4% | +4.6% | -11.0% | -6.6% |
| 3M | +7.1% | -34.5% | +41.5% | +7.6% |
| 6M | +7.0% | +59.3% | -52.3% | +5.2% |
| YTD | +24.1% | +46.4% | -22.2% | +22.0% |
| 1Y | +4.4% | +96.6% | -92.2% | +0.9% |
| 3Y | +93.2% | +182.0% | -88.7% | +82.0% |
| 5Y | +106.4% | -38.2% | +144.6% | +94.0% |
| All | +289.9% | +280.1% | +9.8% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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