+547.9%
FAST vs KIM
+65.6%
+482.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.7% |
| 7D | +3.8% | +2.8% | +1.0% | +3.2% |
| 30D | +8.1% | +16.3% | -8.3% | +4.2% |
| 3M | +5.8% | +6.6% | -0.8% | +4.1% |
| 6M | +24.9% | +12.3% | +12.5% | +21.2% |
| YTD | +38.9% | +31.6% | +7.4% | +29.7% |
| 1Y | +36.5% | +31.5% | +5.0% | +27.4% |
| 3Y | +98.1% | +68.0% | +30.2% | +74.0% |
| 5Y | +109.3% | +38.7% | +70.6% | +90.7% |
| 10Y | +547.9% | +65.7% | +482.2% | +449.4% |
| All | +547.9% | +65.6% | +482.3% | +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