+575.3%
FAST vs KIM
+64.5%
+510.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | +4.1% | -2.0% | +1.1% |
| 30D | +6.9% | +16.8% | -9.9% | +2.9% |
| 3M | +4.8% | +5.7% | -0.9% | +3.4% |
| 6M | +19.8% | +9.7% | +10.1% | +17.0% |
| YTD | +34.9% | +30.2% | +4.7% | +26.3% |
| 1Y | +32.8% | +32.1% | +0.7% | +23.9% |
| 3Y | +93.7% | +58.6% | +35.2% | +72.5% |
| 5Y | +105.3% | +31.2% | +74.2% | +89.1% |
| All | +575.3% | +64.5% | +510.8% | +464.5% |
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