+69,298.0%
FAST vs KEY
+1,050.5%
+68,247.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | +2.2% | -2.6% | -1.0% |
| 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% | +5.2% |
| YTD | +25.6% | +10.6% | +15.0% | +21.8% |
| 1Y | +0.8% | +20.4% | -19.6% | -4.7% |
| 3Y | +86.1% | +121.8% | -35.7% | +44.6% |
| 5Y | +100.2% | +41.1% | +59.1% | +68.0% |
| 10Y | +494.2% | +168.5% | +325.7% | +282.2% |
| All | +69,298.0% | +1,050.5% | +68,247.5% | +19,783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling