+4,732.3%
KO vs FAST
+79,883.0%
-75,150.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +1.8% | +4.3% | -2.4% | +1.1% |
| 30D | +8.7% | +8.3% | +0.3% | +7.2% |
| 3M | +13.5% | +6.5% | +7.0% | +12.3% |
| 6M | +25.6% | +29.5% | -3.9% | +20.2% |
| YTD | +42.3% | +41.3% | +1.0% | +33.9% |
| 1Y | +39.9% | +37.4% | +2.5% | +32.2% |
| 3Y | +87.5% | +98.5% | -11.0% | +65.5% |
| 5Y | +99.1% | +111.1% | -12.1% | +72.7% |
| 10Y | +224.2% | +548.6% | -324.3% | +132.5% |
| All | +4,732.3% | +79,883.0% | -75,150.7% | +1,498.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling