+52.1%
FAST vs KRMN
+46.4%
+5.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.7% |
| 7D | +4.8% | +11.1% | -6.3% | +4.1% |
| 30D | +8.6% | +34.7% | -26.1% | +6.7% |
| 3M | +5.7% | -29.4% | +35.1% | +7.7% |
| 6M | +25.5% | -27.8% | +53.3% | +27.3% |
| YTD | +39.6% | -40.0% | +79.6% | +41.6% |
| 1Y | +35.5% | -39.3% | +74.8% | +37.0% |
| All | +52.1% | +46.4% | +5.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling