+64.9%
KO vs FAST
+93.0%
-28.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +1.4% | -0.8% | +2.2% | +1.5% |
| 3M | +15.4% | +5.8% | +9.6% | +14.5% |
| 6M | +14.3% | +8.0% | +6.3% | +13.1% |
| YTD | +27.7% | +25.6% | +2.0% | +24.1% |
| 1Y | +32.7% | +0.8% | +31.9% | +32.0% |
| All | +64.9% | +93.0% | -28.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling