+111.1%
FAST vs KEEL
-74.0%
+185.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | +0.9% |
| 7D | +4.3% | -1.4% | +5.7% | +4.2% |
| 30D | +8.3% | -29.8% | +38.1% | +9.4% |
| 3M | +6.5% | -37.1% | +43.6% | +7.7% |
| 6M | +29.5% | -51.9% | +81.4% | +31.4% |
| YTD | +41.3% | -11.9% | +53.2% | +38.3% |
| 1Y | +37.4% | -38.6% | +76.0% | +36.4% |
| 3Y | +98.5% | +72.5% | +26.0% | +73.8% |
| 5Y | +111.1% | -74.4% | +185.5% | +95.1% |
| All | +111.1% | -74.0% | +185.1% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling