+51.4%
FAST vs KRMN
+53.0%
-1.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.3% | +3.0% |
| 7D | +3.8% | +17.3% | -13.5% | +2.9% |
| 30D | +8.1% | +40.8% | -32.8% | +6.0% |
| 3M | +5.8% | -21.2% | +27.0% | +7.2% |
| 6M | +24.9% | -24.6% | +49.4% | +26.4% |
| YTD | +38.9% | -37.3% | +76.2% | +40.6% |
| 1Y | +36.5% | -35.1% | +71.5% | +37.6% |
| All | +51.4% | +53.0% | -1.6% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling