+294.5%
KEEL vs FSLY
+42.9%
+251.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.3% |
| 7D | +2.9% | +12.5% | -9.6% | 0.0% |
| 30D | +0.8% | -18.8% | +19.7% | +5.6% |
| 3M | -35.3% | +22.7% | -58.0% | -40.3% |
| 6M | +59.4% | -3.7% | +63.1% | +45.1% |
| YTD | +51.9% | +127.5% | -75.6% | 0.0% |
| 1Y | +75.0% | +193.5% | -118.5% | +2.7% |
| 3Y | +224.5% | -1.3% | +225.9% | +137.9% |
| 5Y | -35.9% | -47.3% | +11.4% | -53.7% |
| All | +294.5% | +42.9% | +251.6% | +82.3% |
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