+43.2%
KO vs FAST
+32.0%
+11.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +4.4% | +3.4% | +1.0% | +3.9% |
| 30D | +10.7% | +5.5% | +5.2% | +9.9% |
| 3M | +11.3% | +7.6% | +3.8% | +10.2% |
| 6M | +24.0% | +19.8% | +4.2% | +21.2% |
| YTD | +39.7% | +35.5% | +4.2% | +35.0% |
| 1Y | +43.2% | +31.6% | +11.6% | +38.9% |
| All | +43.2% | +32.0% | +11.2% | +38.9% |
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