+4,235.9%
KO vs FAST
+71,032.5%
-66,796.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 6M | +14.3% | +8.0% | +6.3% | +12.6% |
| YTD | +27.7% | +25.6% | +2.0% | +22.5% |
| 1Y | +32.7% | +0.8% | +31.9% | +31.8% |
| 3Y | +62.2% | +86.1% | -23.9% | +44.5% |
| 5Y | +80.0% | +100.2% | -20.2% | +57.5% |
| 10Y | +175.6% | +494.2% | -318.6% | +100.4% |
| All | +4,235.9% | +71,032.5% | -66,796.6% | +1,362.5% |
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