I've already answered this. There is nothing wrong with asking this question, but it has been asked before and the answer isn't likely to change.
As noted, your title is almost certainly inaccurate, there is no performance factor difference, the script will execute just as fast, there is almost certainly only an initial start lag as systems are setup.
FastScript has the scripts pre-compiled and pre-loaded and in its memory and executes the scripts within the FastScript process.
Long ago, Keyboard Maestro executed scripts within its process. However AppleScripts touch lots of systems, and some of them crash. And crashing the Keyboard Maestro Engine is unacceptable.
So Keyboard Maestro executes scripts outside of its process. This execution incurs a delay required to set up the new process and communicate between the processes. Some of this can be mitigated by pre-compiling your scripts, but some of it cannot.
In any performance trade, I will choose not crashing over more performance.
If I had a solution that would have better performance and not crash, I would implement it. I do periodically look at this issue and look for solutions, but I have never found one.
If the performance of any aspect of Keyboard Maestro is unacceptable to you, then don't use it.