+32.7%
KO vs FAST
+4.1%
+28.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | +0.8% | -6.4% | +7.2% | +1.5% |
| 3M | +8.3% | +5.3% | +3.0% | +7.6% |
| 6M | +14.0% | +5.4% | +8.7% | +13.2% |
| YTD | +26.9% | +23.6% | +3.3% | +24.3% |
| 1Y | +32.7% | +4.1% | +28.6% | +28.5% |
| All | +32.7% | +4.1% | +28.6% | +28.5% |
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 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