+48.5%
KDP vs FAST
+36.9%
+11.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +8.2% | +4.8% | +3.4% | +7.1% |
| 30D | +18.4% | +8.6% | +9.7% | +16.2% |
| 3M | +29.2% | +5.7% | +23.5% | +27.5% |
| 6M | +32.3% | +25.5% | +6.8% | +25.4% |
| YTD | +38.5% | +39.6% | -1.1% | +30.5% |
| 1Y | +48.5% | +35.5% | +13.0% | +40.9% |
| All | +48.5% | +36.9% | +11.6% | +40.9% |
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