+309.9%
KEEL vs FSLY
+40.1%
+269.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.9% |
| 7D | +19.3% | +11.2% | +8.1% | +16.2% |
| 30D | +9.1% | -18.2% | +27.3% | +14.0% |
| 3M | -31.5% | +21.9% | -53.4% | -36.7% |
| 6M | +75.8% | +4.0% | +71.8% | +56.7% |
| YTD | +57.9% | +123.1% | -65.2% | +4.4% |
| 1Y | +133.3% | +196.9% | -63.5% | +36.3% |
| 3Y | +204.1% | -1.3% | +205.4% | +122.3% |
| 5Y | -37.5% | -50.2% | +12.7% | -54.4% |
| All | +309.9% | +40.1% | +269.8% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling