+105.3%
FAST vs KIM
+34.6%
+70.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +6.7% | +14.1% | -7.4% | +1.0% |
| 3M | +8.0% | +6.0% | +2.0% | +5.4% |
| 6M | +27.4% | +13.2% | +14.2% | +20.6% |
| YTD | +40.5% | +30.4% | +10.1% | +25.0% |
| 1Y | +38.4% | +31.0% | +7.3% | +22.8% |
| 3Y | +98.7% | +67.6% | +31.1% | +55.4% |
| All | +105.3% | +34.6% | +70.8% | +78.6% |
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 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