+96.2%
FAST vs KGC
+315.9%
-219.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.7% |
| 7D | +4.8% | +8.0% | -3.2% | +4.5% |
| 30D | +8.6% | -9.3% | +17.9% | +8.9% |
| 3M | +5.7% | -21.3% | +27.0% | +6.4% |
| 6M | +25.5% | -31.5% | +57.0% | +26.7% |
| YTD | +39.6% | -23.2% | +62.8% | +40.4% |
| 1Y | +35.5% | -15.0% | +50.5% | +36.1% |
| 3Y | +96.2% | +328.7% | -232.5% | +80.8% |
| All | +96.2% | +315.9% | -219.7% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling