+575.3%
FAST vs KEY
+120.9%
+454.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.4% |
| 30D | +6.9% | +5.1% | +1.7% | +5.4% |
| 3M | +4.8% | -7.1% | +11.9% | +6.8% |
| 6M | +19.8% | -4.4% | +24.1% | +20.9% |
| YTD | +34.9% | +4.0% | +30.9% | +33.1% |
| 1Y | +32.8% | +23.4% | +9.4% | +25.0% |
| 3Y | +93.7% | +113.9% | -20.2% | +54.2% |
| 5Y | +105.3% | +12.3% | +93.0% | +87.9% |
| All | +575.3% | +120.9% | +454.4% | +350.0% |
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