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  • FAST vs KGC✓SelectedUSD · KGCFAST vs KGC performance historyLatest closeAs of-0.58%11/05
Stock and ETF performance explorer

FAST vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+74,290.4%
KGC return
+219.6%
Excess return
+74,070.8%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
1D-0.6%+0.8%-1.4%-0.6%
7D+0.7%0.0%+0.7%+0.7%
30D+4.6%-9.3%+14.0%+4.9%
3M+6.4%-15.9%+22.2%+6.8%
6M+20.6%-24.9%+45.5%+21.4%
YTD+34.7%-23.0%+57.7%+35.3%
1Y+29.7%-9.9%+39.6%+29.5%
3Y+89.9%+301.2%-211.3%+79.4%
5Y+105.0%+278.5%-173.6%+92.7%
10Y+594.2%+484.3%+109.9%+533.6%
All+74,290.4%+219.6%+74,070.8%+64,733.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling