+548.6%
FAST vs KIM
+63.9%
+484.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +4.3% | -1.0% | +5.3% | +4.5% |
| 30D | +8.3% | +14.8% | -6.5% | +4.7% |
| 3M | +6.5% | +8.1% | -1.7% | +4.4% |
| 6M | +29.5% | +11.7% | +17.8% | +25.9% |
| YTD | +41.3% | +30.7% | +10.5% | +32.1% |
| 1Y | +37.4% | +29.7% | +7.7% | +28.7% |
| 3Y | +98.5% | +65.1% | +33.4% | +75.0% |
| 5Y | +111.1% | +34.7% | +76.5% | +93.5% |
| 10Y | +548.6% | +64.1% | +484.5% | +449.4% |
| All | +548.6% | +63.9% | +484.7% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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