+524.1%
FAST vs KWEB
-22.5%
+546.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.8% |
| 7D | +1.8% | -3.6% | +5.4% | +2.3% |
| 30D | -6.4% | -14.9% | +8.5% | -4.2% |
| 3M | +5.3% | -5.4% | +10.7% | +6.1% |
| 6M | +5.4% | -18.9% | +24.2% | +8.5% |
| YTD | +23.6% | -27.2% | +50.8% | +29.2% |
| 1Y | +4.1% | -34.2% | +38.3% | +10.2% |
| 3Y | +92.4% | +0.6% | +91.8% | +86.9% |
| 5Y | +106.1% | -43.5% | +149.6% | +119.1% |
| 10Y | +524.1% | -20.6% | +544.7% | +481.6% |
| All | +524.1% | -22.5% | +546.6% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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