+42,072.0%
FAST vs KIM
+3,058.9%
+39,013.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -4.0% | +3.2% | +0.5% |
| 3M | +5.8% | +0.5% | +5.2% | +5.4% |
| 6M | +8.0% | +3.6% | +4.4% | +6.5% |
| YTD | +25.6% | +20.4% | +5.2% | +17.9% |
| 1Y | +0.8% | +9.7% | -8.9% | -2.6% |
| 3Y | +86.1% | +46.0% | +40.1% | +61.7% |
| 5Y | +100.2% | +34.4% | +65.8% | +76.9% |
| 10Y | +494.2% | +29.3% | +464.9% | +376.0% |
| All | +42,072.0% | +3,058.9% | +39,013.1% | +8,275.2% |
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