+109.7%
KRE vs FAST
+586.8%
-477.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.3% | +2.1% | -1.8% | -0.8% |
| 30D | +4.8% | +6.9% | -2.1% | +0.9% |
| 3M | -5.1% | +4.8% | -9.9% | -7.8% |
| 6M | +3.3% | +19.8% | -16.5% | -7.1% |
| YTD | +13.3% | +34.9% | -21.6% | -5.4% |
| 1Y | +22.9% | +32.8% | -9.9% | +3.5% |
| 3Y | +82.1% | +93.7% | -11.7% | +21.7% |
| 5Y | +11.0% | +105.3% | -94.3% | -29.6% |
| All | +109.7% | +586.8% | -477.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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