+57.4%
KDP vs FSLY
-19.7%
+77.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.6% |
| 7D | +4.0% | -17.9% | +21.9% | +4.4% |
| 30D | +16.8% | -34.7% | +51.5% | +17.8% |
| 3M | +32.0% | -40.0% | +72.1% | +33.2% |
| 6M | +35.2% | -11.8% | +47.0% | +34.4% |
| YTD | +40.9% | +69.5% | -28.6% | +34.0% |
| 1Y | +47.7% | +44.0% | +3.7% | +41.2% |
| 3Y | +34.8% | +5.2% | +29.5% | +27.4% |
| 5Y | +22.6% | -65.6% | +88.2% | +20.0% |
| All | +57.4% | -19.7% | +77.1% | +18.3% |
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