+547.9%
FAST vs KGC
+496.6%
+51.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +2.9% |
| 7D | +3.8% | +11.1% | -7.3% | +3.4% |
| 30D | +8.1% | -3.7% | +11.8% | +8.2% |
| 3M | +5.8% | -17.2% | +23.0% | +6.4% |
| 6M | +24.9% | -27.3% | +52.1% | +26.0% |
| YTD | +38.9% | -18.5% | +57.5% | +39.3% |
| 1Y | +36.5% | -5.7% | +42.2% | +36.2% |
| 3Y | +98.1% | +336.5% | -238.3% | +85.1% |
| 5Y | +109.3% | +298.7% | -189.4% | +93.0% |
| 10Y | +547.9% | +538.5% | +9.4% | +520.3% |
| All | +547.9% | +496.6% | +51.3% | +520.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling