+110.2%
FAST vs KIM
+39.0%
+71.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +4.8% | +2.8% | +2.0% | +3.6% |
| 30D | +8.6% | +15.9% | -7.3% | +2.1% |
| 3M | +5.7% | +7.8% | -2.1% | +2.4% |
| 6M | +25.5% | +11.9% | +13.6% | +19.3% |
| YTD | +39.6% | +31.0% | +8.6% | +24.0% |
| 1Y | +35.5% | +32.3% | +3.1% | +19.8% |
| 3Y | +96.2% | +65.5% | +30.7% | +54.5% |
| 5Y | +110.2% | +37.2% | +73.0% | +81.0% |
| All | +110.2% | +39.0% | +71.2% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling