+43.5%
KDP vs FAST
+32.0%
+11.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.5% |
| 7D | +5.3% | +3.4% | +1.9% | +4.6% |
| 30D | +19.1% | +5.5% | +13.6% | +17.7% |
| 3M | +19.2% | +7.6% | +11.6% | +17.0% |
| 6M | +29.3% | +19.8% | +9.5% | +23.6% |
| YTD | +35.5% | +35.5% | +0.1% | +27.6% |
| 1Y | +43.5% | +31.6% | +11.9% | +36.0% |
| All | +43.5% | +32.0% | +11.5% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling