+548.6%
FAST vs KMB
+38.7%
+509.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +8.3% | +10.2% | -1.9% | +4.4% |
| 3M | +6.5% | +1.5% | +5.0% | +5.5% |
| 6M | +29.5% | +16.6% | +12.9% | +21.5% |
| YTD | +41.3% | +12.1% | +29.2% | +34.2% |
| 1Y | +37.4% | +11.1% | +26.3% | +30.9% |
| 3Y | +98.5% | +1.9% | +96.6% | +90.5% |
| 5Y | +111.1% | -1.3% | +112.4% | +103.8% |
| 10Y | +548.6% | +37.8% | +510.8% | +474.9% |
| All | +548.6% | +38.7% | +509.9% | +474.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling