+47.7%
KDP vs FAST
+37.0%
+10.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +27.2% |
| YTD | +40.9% | +41.3% | -0.4% | +32.1% |
| 1Y | +47.7% | +37.4% | +10.3% | +39.4% |
| All | +47.7% | +37.0% | +10.7% | +39.4% |
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