+90.1%
FAST vs KEY
+122.6%
-32.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | +2.2% | -2.6% | -0.9% |
| 30D | -0.8% | -3.0% | +2.2% | 0.0% |
| 3M | +5.8% | +3.3% | +2.4% | +4.7% |
| 6M | +8.0% | +9.2% | -1.2% | +5.3% |
| YTD | +25.6% | +10.6% | +15.0% | +22.1% |
| 1Y | +0.8% | +20.4% | -19.6% | -4.1% |
| All | +90.1% | +122.6% | -32.5% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling