+99.8%
FAST vs KWEB
-2.9%
+102.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | +4.3% | -2.7% | +7.0% | +4.5% |
| 30D | +8.3% | -4.4% | +12.7% | +8.7% |
| 3M | +6.5% | -15.7% | +22.2% | +8.1% |
| 6M | +29.5% | -20.0% | +49.5% | +32.1% |
| YTD | +41.3% | -30.5% | +71.7% | +45.7% |
| 1Y | +37.4% | -36.6% | +74.0% | +42.9% |
| All | +99.8% | -2.9% | +102.6% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling