+107.2%
FAST vs KMB
-8.4%
+115.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -0.4% | -3.0% | +2.7% | +0.5% |
| 30D | -0.8% | -5.5% | +4.7% | +0.8% |
| 3M | +5.8% | +14.0% | -8.2% | +1.5% |
| 6M | +8.0% | +4.1% | +3.9% | +6.3% |
| YTD | +25.6% | +8.0% | +17.6% | +22.1% |
| 1Y | +0.8% | -13.7% | +14.6% | +4.6% |
| 3Y | +86.1% | -5.9% | +92.1% | +84.4% |
| All | +107.2% | -8.4% | +115.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling