+634.4%
FAST vs KEYS
+967.0%
-332.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | 0.0% |
| 7D | +4.2% | +9.4% | -5.2% | +1.1% |
| 30D | +6.7% | -16.8% | +23.4% | +12.4% |
| 3M | +8.0% | -15.9% | +23.9% | +12.9% |
| 6M | +27.4% | -17.6% | +45.0% | +32.7% |
| YTD | +40.5% | +46.5% | -6.0% | +17.0% |
| 1Y | +38.4% | +66.9% | -28.5% | +9.5% |
| 3Y | +98.7% | +141.4% | -42.7% | +32.1% |
| 5Y | +106.7% | +59.5% | +47.2% | +57.8% |
| 10Y | +545.1% | +761.1% | -216.0% | +170.3% |
| All | +634.4% | +967.0% | -332.5% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling