+106.1%
FAST vs KEEL
-39.1%
+145.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | +19.3% | -17.5% | +1.1% |
| 30D | -6.4% | +9.1% | -15.6% | -6.9% |
| 3M | +5.3% | -31.5% | +36.9% | +6.3% |
| 6M | +5.4% | +75.8% | -70.4% | +1.4% |
| YTD | +23.6% | +57.9% | -34.3% | +18.9% |
| 1Y | +4.1% | +133.3% | -129.3% | -4.0% |
| 3Y | +92.4% | +204.1% | -111.7% | +65.9% |
| 5Y | +106.1% | -37.5% | +143.6% | +84.3% |
| All | +106.1% | -39.1% | +145.1% | +84.3% |
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