+537.5%
FAST vs KEY
+95.2%
+442.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | +1.8% | +3.2% | +4.5% |
| 30D | +8.6% | +7.1% | +1.4% | +6.6% |
| 3M | +6.9% | -5.9% | +12.8% | +8.6% |
| 6M | +29.6% | +2.2% | +27.4% | +28.5% |
| YTD | +41.4% | +6.4% | +35.0% | +38.7% |
| 1Y | +38.5% | +24.8% | +13.8% | +30.1% |
| 3Y | +98.7% | +125.2% | -26.5% | +56.4% |
| 5Y | +108.0% | +13.0% | +95.1% | +90.5% |
| All | +537.5% | +95.2% | +442.2% | +372.0% |
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