+341.3%
FAST vs KEEL
+105.5%
+235.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.6% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | +6.7% | -27.1% | +33.7% | +7.2% |
| 3M | +8.0% | -43.8% | +51.9% | +9.0% |
| 6M | +27.4% | -55.2% | +82.6% | +28.6% |
| YTD | +40.5% | -20.9% | +61.3% | +39.4% |
| 1Y | +38.4% | -28.5% | +66.8% | +37.4% |
| 3Y | +98.7% | +66.1% | +32.6% | +88.8% |
| 5Y | +106.7% | -78.3% | +185.0% | +96.5% |
| All | +341.3% | +105.5% | +235.7% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling