+155.8%
KRE vs FAST
+1,555.8%
-1,400.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | -2.7% | -0.8% | -1.9% | -2.4% |
| 3M | +8.2% | +5.8% | +2.4% | +4.2% |
| 6M | +12.8% | +8.0% | +4.8% | +6.7% |
| YTD | +17.5% | +25.6% | -8.1% | +1.3% |
| 1Y | +16.6% | +0.8% | +15.8% | +14.0% |
| 3Y | +79.5% | +86.1% | -6.6% | +19.8% |
| 5Y | +32.4% | +100.2% | -67.8% | -17.1% |
| 10Y | +124.1% | +494.2% | -370.0% | -30.8% |
| All | +155.8% | +1,555.8% | -1,400.1% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling