+35.5%
FAST vs KIM
+31.2%
+4.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +4.8% | +2.8% | +2.0% | +4.0% |
| 30D | +8.6% | +15.9% | -7.3% | +4.3% |
| 3M | +5.7% | +7.8% | -2.1% | +3.6% |
| 6M | +25.5% | +11.9% | +13.6% | +20.9% |
| YTD | +39.6% | +31.0% | +8.6% | +26.2% |
| 1Y | +35.5% | +32.3% | +3.1% | +21.6% |
| All | +35.5% | +31.2% | +4.2% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling