+17.9%
KDP vs FAST
+110.9%
-93.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.2% |
| 7D | +0.3% | +3.8% | -3.5% | -0.5% |
| 30D | +16.3% | +8.1% | +8.2% | +14.3% |
| 3M | +24.0% | +5.8% | +18.2% | +22.4% |
| 6M | +30.0% | +24.9% | +5.1% | +23.6% |
| YTD | +36.1% | +38.9% | -2.8% | +26.1% |
| 1Y | +46.8% | +36.5% | +10.4% | +36.6% |
| 3Y | +30.5% | +98.1% | -67.7% | +9.6% |
| 5Y | +17.9% | +109.3% | -91.4% | -5.5% |
| All | +17.9% | +110.9% | -93.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling