+33.0%
KDP vs FSLY
0.0%
+33.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.3% |
| 7D | +2.1% | +3.5% | -1.4% | +2.0% |
| 30D | +8.5% | -6.4% | +14.9% | +8.5% |
| 3M | +6.6% | +10.9% | -4.3% | +5.9% |
| 6M | +17.1% | +6.7% | +10.4% | +15.1% |
| YTD | +19.0% | +111.1% | -92.1% | +13.0% |
| 1Y | +21.8% | +185.8% | -164.0% | +13.4% |
| 3Y | +6.4% | -6.6% | +13.0% | +2.2% |
| 5Y | +5.1% | -52.4% | +57.5% | +1.7% |
| All | +33.0% | 0.0% | +33.0% | -0.1% |
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