+183.0%
KO vs FAST
+506.2%
-323.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | +0.8% | -6.4% | +7.2% | +2.4% |
| 3M | +8.3% | +5.3% | +3.0% | +6.8% |
| 6M | +14.0% | +5.4% | +8.7% | +12.2% |
| YTD | +26.9% | +23.6% | +3.3% | +19.7% |
| 1Y | +32.7% | +4.1% | +28.6% | +30.4% |
| 3Y | +63.9% | +92.4% | -28.4% | +34.7% |
| 5Y | +81.7% | +106.1% | -24.4% | +44.6% |
| 10Y | +183.0% | +524.1% | -341.1% | +88.8% |
| All | +183.0% | +506.2% | -323.2% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling