+34.8%
FAST vs KEY
+22.7%
+12.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.0% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | +8.1% | +7.2% | +0.9% | +5.4% |
| 3M | +5.8% | -4.9% | +10.7% | +7.7% |
| 6M | +24.9% | +1.1% | +23.8% | +23.5% |
| YTD | +38.9% | +6.8% | +32.1% | +33.5% |
| All | +34.8% | +22.7% | +12.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling