+533.3%
FAST vs KEY
+96.4%
+436.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +4.2% | +2.9% | +1.2% | +3.4% |
| 30D | +6.7% | +8.4% | -1.8% | +4.4% |
| 3M | +8.0% | -5.8% | +13.8% | +9.7% |
| 6M | +27.4% | +5.4% | +22.0% | +25.3% |
| YTD | +40.5% | +7.1% | +33.4% | +37.5% |
| 1Y | +38.4% | +26.8% | +11.6% | +29.4% |
| 3Y | +98.7% | +128.7% | -30.0% | +55.7% |
| 5Y | +106.7% | +13.6% | +93.1% | +88.9% |
| All | +533.3% | +96.4% | +436.9% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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