+556.7%
FAST vs KEYS
+1,072.8%
-516.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | -0.4% | +2.3% | -2.6% | -1.1% |
| 30D | -0.8% | -2.6% | +1.8% | -0.2% |
| 3M | +5.8% | -4.6% | +10.4% | +6.2% |
| 6M | +8.0% | +8.7% | -0.8% | +2.9% |
| YTD | +25.6% | +61.0% | -35.4% | +2.6% |
| 1Y | +0.8% | +96.0% | -95.2% | -24.0% |
| 3Y | +86.1% | +144.4% | -58.3% | +25.1% |
| 5Y | +100.2% | +80.5% | +19.7% | +48.0% |
| 10Y | +494.2% | +974.9% | -480.8% | +135.2% |
| All | +556.7% | +1,072.8% | -516.1% | +150.5% |
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 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