+92.1%
FAST vs KEYS
+148.6%
-56.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.8% | +2.9% | -1.1% | +1.2% |
| 30D | -6.4% | -1.3% | -5.1% | -6.3% |
| 3M | +5.3% | -0.1% | +5.4% | +4.6% |
| 6M | +5.4% | +17.4% | -12.0% | +0.5% |
| YTD | +23.6% | +62.9% | -39.3% | +7.4% |
| 1Y | +4.1% | +95.7% | -91.7% | -14.3% |
| All | +92.1% | +148.6% | -56.5% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling