+177.6%
KEEL vs FSLY
+181.7%
-4.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.7% |
| 7D | +7.8% | -10.6% | +18.4% | +8.1% |
| 30D | -11.7% | -20.9% | +9.2% | -11.0% |
| 3M | -41.5% | +3.4% | -44.9% | -41.7% |
| 6M | +54.9% | +2.7% | +52.2% | +53.6% |
| YTD | +47.7% | +102.3% | -54.6% | +41.4% |
| 1Y | +177.6% | +182.1% | -4.5% | +155.1% |
| All | +177.6% | +181.7% | -4.1% | +155.1% |
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 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