+38.4%
FAST vs KGC
-20.2%
+58.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.2% | -6.7% | +10.8% | +4.6% |
| 30D | +6.7% | -6.7% | +13.3% | +6.9% |
| 3M | +8.0% | -22.6% | +30.6% | +9.5% |
| 6M | +27.4% | -33.4% | +60.9% | +30.5% |
| YTD | +40.5% | -26.0% | +66.5% | +40.1% |
| 1Y | +38.4% | -18.3% | +56.7% | +36.4% |
| All | +38.4% | -20.2% | +58.6% | +36.4% |
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