+524.1%
FAST vs KR
+124.0%
+400.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +1.8% | -3.1% | +4.9% | +2.4% |
| 30D | -6.4% | +0.6% | -7.1% | -6.6% |
| 3M | +5.3% | -9.8% | +15.1% | +7.2% |
| 6M | +5.4% | -22.1% | +27.5% | +10.2% |
| YTD | +23.6% | -8.1% | +31.7% | +24.6% |
| 1Y | +4.1% | -14.7% | +18.7% | +6.4% |
| 3Y | +92.4% | +28.6% | +63.8% | +77.8% |
| 5Y | +106.1% | +36.4% | +69.7% | +85.9% |
| 10Y | +524.1% | +120.8% | +403.3% | +417.6% |
| All | +524.1% | +124.0% | +400.0% | +417.6% |
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