+4,656.0%
KO vs FAST
+78,556.9%
-73,900.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.1% |
| 7D | +0.2% | +3.8% | -3.6% | -0.4% |
| 30D | +9.1% | +8.1% | +1.0% | +7.7% |
| 3M | +11.0% | +5.8% | +5.2% | +9.9% |
| 6M | +24.0% | +24.9% | -0.9% | +19.4% |
| YTD | +40.0% | +38.9% | +1.1% | +32.2% |
| 1Y | +39.7% | +36.5% | +3.3% | +32.2% |
| 3Y | +84.8% | +98.1% | -13.4% | +63.1% |
| 5Y | +96.8% | +109.3% | -12.5% | +70.9% |
| 10Y | +209.7% | +547.9% | -338.2% | +122.2% |
| All | +4,656.0% | +78,556.9% | -73,900.9% | +1,477.6% |
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