+53.9%
FAST vs KRMN
+49.0%
+5.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.1% |
| 7D | +4.3% | +30.8% | -26.5% | +2.8% |
| 30D | +8.3% | +40.2% | -31.9% | +6.2% |
| 3M | +6.5% | -27.8% | +34.3% | +8.4% |
| 6M | +29.5% | -24.0% | +53.5% | +31.1% |
| YTD | +41.3% | -38.9% | +80.2% | +43.1% |
| 1Y | +37.4% | -35.6% | +73.0% | +38.6% |
| All | +53.9% | +49.0% | +5.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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