-45.3%
KEEL vs FSLY
+161.0%
-206.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -13.6% | -22.2% | +8.6% | -13.0% |
| 30D | -39.1% | -19.1% | -20.0% | -38.7% |
| 3M | -48.9% | -15.7% | -33.2% | -48.5% |
| 6M | -35.4% | -23.5% | -11.9% | -35.1% |
| YTD | -10.6% | +106.6% | -117.3% | -10.8% |
| 1Y | -45.3% | +164.3% | -209.6% | -41.6% |
| All | -45.3% | +161.0% | -206.3% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling