+106.8%
FAST vs KR
+38.2%
+68.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -4.7% | +1.5% | -6.3% | -5.0% |
| 3M | +7.9% | -8.5% | +16.5% | +9.3% |
| 6M | +7.4% | -21.9% | +29.3% | +11.7% |
| YTD | +25.1% | -6.9% | +31.9% | +25.4% |
| 1Y | +4.7% | -14.0% | +18.7% | +6.5% |
| 3Y | +94.7% | +30.3% | +64.4% | +78.6% |
| 5Y | +106.8% | +37.7% | +69.0% | +84.5% |
| All | +106.8% | +38.2% | +68.6% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling