+1,117.5%
KDP vs FAST
+1,132.9%
-15.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +1.3% | -0.4% | +1.6% | +1.3% |
| 30D | +6.0% | -0.8% | +6.8% | +6.1% |
| 3M | +9.2% | +5.8% | +3.4% | +7.4% |
| 6M | +14.7% | +8.0% | +6.7% | +12.0% |
| YTD | +19.2% | +25.6% | -6.4% | +11.7% |
| 1Y | +15.2% | +0.8% | +14.4% | +14.0% |
| 3Y | +6.0% | +86.1% | -80.1% | -12.1% |
| 5Y | +5.4% | +100.2% | -94.8% | -15.3% |
| 10Y | +171.9% | +494.2% | -322.3% | +55.2% |
| All | +1,117.5% | +1,132.9% | -15.4% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling