+105.3%
FAST vs KGC
+286.2%
-180.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | 0.0% |
| 7D | +2.1% | +10.5% | -8.4% | +1.4% |
| 30D | +6.9% | -4.1% | +10.9% | +7.1% |
| 3M | +4.8% | -13.1% | +17.9% | +5.5% |
| 6M | +19.8% | -27.5% | +47.3% | +21.9% |
| YTD | +34.9% | -20.7% | +55.6% | +35.7% |
| 1Y | +32.8% | -6.1% | +38.8% | +31.8% |
| 3Y | +93.7% | +318.6% | -224.9% | +61.3% |
| All | +105.3% | +286.2% | -180.9% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling