+81.0%
KO vs FAST
+109.1%
-28.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 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% | +13.9% |
| 6M | +14.3% | +8.0% | +6.3% | +12.2% |
| YTD | +27.7% | +25.6% | +2.0% | +21.2% |
| 1Y | +32.7% | +0.8% | +31.9% | +31.8% |
| 3Y | +62.2% | +86.1% | -23.9% | +36.9% |
| All | +81.0% | +109.1% | -28.1% | +46.1% |
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