+548.6%
FAST vs KWEB
-19.5%
+568.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +4.3% | -2.7% | +7.0% | +4.7% |
| 30D | +8.3% | -4.4% | +12.7% | +9.0% |
| 3M | +6.5% | -15.7% | +22.2% | +9.1% |
| 6M | +29.5% | -20.0% | +49.5% | +33.5% |
| YTD | +41.3% | -30.5% | +71.7% | +48.5% |
| 1Y | +37.4% | -36.6% | +74.0% | +46.4% |
| 3Y | +98.5% | -1.7% | +100.2% | +93.7% |
| 5Y | +111.1% | -45.0% | +156.1% | +125.8% |
| 10Y | +548.6% | -19.8% | +568.4% | +506.8% |
| All | +548.6% | -19.5% | +568.1% | +506.8% |
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