+266.4%
KDP vs FAST
+541.5%
-275.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +4.0% | +4.3% | -0.3% | +3.0% |
| 30D | +16.8% | +8.3% | +8.5% | +14.7% |
| 3M | +32.0% | +6.5% | +25.6% | +30.1% |
| 6M | +35.2% | +29.5% | +5.6% | +27.4% |
| YTD | +40.9% | +41.3% | -0.4% | +30.0% |
| 1Y | +47.7% | +37.4% | +10.3% | +37.0% |
| 3Y | +34.8% | +98.5% | -63.7% | +13.8% |
| 5Y | +22.6% | +111.1% | -88.5% | +0.6% |
| 10Y | +266.4% | +548.6% | -282.1% | +145.1% |
| All | +266.4% | +541.5% | -275.0% | +145.1% |
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