+76,638.8%
FAST vs KR
+5,229.4%
+71,409.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | +8.1% | +10.3% | -2.3% | +5.5% |
| 3M | +5.8% | +20.7% | -14.9% | +0.9% |
| 6M | +24.9% | +4.9% | +20.0% | +22.7% |
| YTD | +38.9% | +10.7% | +28.2% | +34.1% |
| 1Y | +36.5% | +7.2% | +29.3% | +32.6% |
| 3Y | +98.1% | +65.7% | +32.5% | +70.7% |
| 5Y | +109.3% | +80.8% | +28.5% | +73.9% |
| 10Y | +547.9% | +159.6% | +388.3% | +369.1% |
| All | +76,638.8% | +5,229.4% | +71,409.4% | +23,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling