+50.7%
KDP vs FSLY
-26.3%
+77.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | +2.2% | -31.4% | +33.6% | +3.1% |
| 30D | +19.9% | -37.3% | +57.2% | +21.1% |
| 3M | +21.5% | -30.1% | +51.6% | +21.9% |
| 6M | +30.1% | -49.8% | +79.9% | +31.3% |
| YTD | +34.9% | +55.7% | -20.8% | +28.6% |
| 1Y | +43.4% | +44.5% | -1.1% | +36.9% |
| 3Y | +29.1% | -4.3% | +33.4% | +22.4% |
| 5Y | +15.0% | -68.2% | +83.2% | +12.7% |
| All | +50.7% | -26.3% | +77.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling