+533.3%
FAST vs KIM
+63.6%
+469.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +6.7% | +14.1% | -7.4% | +3.3% |
| 3M | +8.0% | +6.0% | +2.0% | +6.5% |
| 6M | +27.4% | +13.2% | +14.2% | +23.5% |
| YTD | +40.5% | +30.4% | +10.1% | +31.5% |
| 1Y | +38.4% | +31.0% | +7.3% | +29.3% |
| 3Y | +98.7% | +67.6% | +31.1% | +74.6% |
| 5Y | +106.7% | +35.8% | +70.9% | +89.2% |
| All | +533.3% | +63.6% | +469.7% | +436.3% |
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