For a kid who picks things up quickly, the class is never going to move fast enough to challenge them.

My DD likes math, but is not intuitively mathy, and she considers online math to be a treat, not homework. But I leave it up to her how much or how little she does, and sometimes I'll sit at one computer and do a challenging-for-me topic while she does a challenging-for-her topic, and we'll see who gets to "proficient" first.

Be aware that if you teach ahead (as opposed to working on problem-solving skills that use grade-level math for the actual calculations), you're exacerbating the "school isn't challenging" problem. We've got a grade-skip behind us, and are not opposed to additional subject acceleration, so aren't worried so much about the consequences of DD choosing to work ahead.