+531.8%
FAST vs KR
+161.7%
+370.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +4.8% | +2.7% | +2.1% | +4.3% |
| 30D | +8.6% | +11.3% | -2.7% | +6.3% |
| 3M | +5.7% | +22.3% | -16.6% | +1.5% |
| 6M | +25.5% | +5.8% | +19.7% | +23.5% |
| YTD | +39.6% | +11.7% | +27.9% | +35.3% |
| 1Y | +35.5% | +8.9% | +26.6% | +31.9% |
| 3Y | +96.2% | +67.1% | +29.1% | +71.9% |
| 5Y | +110.2% | +80.0% | +30.2% | +79.4% |
| 10Y | +531.8% | +156.3% | +375.6% | +379.8% |
| All | +531.8% | +161.7% | +370.1% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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