+31.6%
FAST vs KGC
-5.3%
+36.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.2% |
| 7D | +3.4% | -6.8% | +10.2% | +3.7% |
| 30D | +5.5% | -9.2% | +14.7% | +6.0% |
| 3M | +7.6% | -9.1% | +16.7% | +7.8% |
| 6M | +19.8% | -25.7% | +45.5% | +21.7% |
| YTD | +35.5% | -23.6% | +59.1% | +34.4% |
| 1Y | +31.6% | -4.3% | +35.9% | +27.3% |
| All | +31.6% | -5.3% | +36.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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