+537.5%
FAST vs KR
+155.5%
+382.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.0% | +0.5% | +4.5% | +4.9% |
| 30D | +8.6% | +14.9% | -6.4% | +5.6% |
| 3M | +6.9% | +25.4% | -18.5% | +2.1% |
| 6M | +29.6% | +9.3% | +20.2% | +26.8% |
| YTD | +41.4% | +13.7% | +27.8% | +36.6% |
| 1Y | +38.5% | +9.2% | +29.4% | +34.8% |
| 3Y | +98.7% | +70.1% | +28.7% | +73.5% |
| 5Y | +108.0% | +82.5% | +25.6% | +77.1% |
| All | +537.5% | +155.5% | +382.0% | +380.5% |
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