+6.8%
KDP vs FSLY
-55.9%
+62.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | +1.3% | -10.6% | +11.9% | +1.4% |
| 30D | +6.0% | -20.9% | +26.9% | +6.2% |
| 3M | +9.2% | +3.4% | +5.8% | +9.0% |
| 6M | +14.7% | +2.7% | +11.9% | +13.9% |
| YTD | +19.2% | +102.3% | -83.1% | +16.5% |
| 1Y | +15.2% | +182.1% | -166.9% | +11.3% |
| 3Y | +6.0% | -14.6% | +20.5% | +4.2% |
| All | +6.8% | -55.9% | +62.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling