+1,288.1%
KDP vs FAST
+1,221.6%
+66.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | +18.5% | +4.6% | +13.9% | +17.1% |
| 3M | +20.8% | +6.4% | +14.5% | +18.8% |
| 6M | +29.4% | +20.6% | +8.8% | +23.0% |
| YTD | +35.9% | +34.7% | +1.2% | +25.0% |
| 1Y | +42.5% | +29.7% | +12.8% | +32.3% |
| 3Y | +29.4% | +89.9% | -60.6% | +7.1% |
| 5Y | +15.8% | +105.0% | -89.2% | -7.5% |
| 10Y | +236.5% | +594.2% | -357.7% | +83.9% |
| All | +1,288.1% | +1,221.6% | +66.6% | +415.0% |
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