+45,105.8%
FAST vs KIM
+3,330.6%
+41,775.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.7% | +5.0% | -4.3% | -0.9% |
| 30D | +4.6% | +15.8% | -11.1% | -0.3% |
| 3M | +6.4% | +4.3% | +2.1% | +4.8% |
| 6M | +20.6% | +11.4% | +9.2% | +16.1% |
| YTD | +34.7% | +30.8% | +3.9% | +22.8% |
| 1Y | +29.7% | +31.4% | -1.8% | +18.0% |
| 3Y | +89.9% | +57.7% | +32.3% | +61.2% |
| 5Y | +105.0% | +31.7% | +73.2% | +82.4% |
| 10Y | +594.2% | +67.4% | +526.8% | +408.0% |
| All | +45,105.8% | +3,330.6% | +41,775.2% | +8,629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling