+38.4%
FAST vs KEYS
+63.0%
-24.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | +4.2% | +9.4% | -5.2% | +3.2% |
| 30D | +6.7% | -16.8% | +23.4% | +8.4% |
| 3M | +8.0% | -15.9% | +23.9% | +9.6% |
| 6M | +27.4% | -17.6% | +45.0% | +29.5% |
| YTD | +40.5% | +46.5% | -6.0% | +28.4% |
| 1Y | +38.4% | +66.9% | -28.5% | +23.0% |
| All | +38.4% | +63.0% | -24.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling