+524.8%
FAST vs KEYS
+1,005.8%
-481.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -0.4% | +0.9% | -1.4% | -0.8% |
| 30D | -6.4% | -5.3% | -1.2% | -4.9% |
| 3M | +7.1% | +0.5% | +6.5% | +5.5% |
| 6M | +7.0% | +14.0% | -7.0% | +0.2% |
| YTD | +24.1% | +60.3% | -36.1% | +0.8% |
| 1Y | +4.4% | +91.3% | -86.9% | -21.3% |
| 3Y | +93.2% | +146.1% | -52.9% | +27.3% |
| 5Y | +106.4% | +80.8% | +25.6% | +50.6% |
| All | +524.8% | +1,005.8% | -481.0% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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