+96.8%
KO vs FAST
+110.9%
-14.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.2% |
| 7D | +0.2% | +3.8% | -3.6% | -0.6% |
| 30D | +9.1% | +8.1% | +1.0% | +7.4% |
| 3M | +11.0% | +5.8% | +5.2% | +9.6% |
| 6M | +24.0% | +24.9% | -0.9% | +18.4% |
| YTD | +40.0% | +38.9% | +1.1% | +30.3% |
| 1Y | +39.7% | +36.5% | +3.3% | +30.4% |
| 3Y | +84.8% | +98.1% | -13.4% | +54.6% |
| 5Y | +96.8% | +109.3% | -12.5% | +55.5% |
| All | +96.8% | +110.9% | -14.1% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling