+82.2%
KEY vs FSLY
-25.7%
+107.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | -0.4% | -22.4% | +22.1% | +1.6% |
| 30D | +7.2% | -45.5% | +52.7% | +12.6% |
| 3M | -4.9% | -30.4% | +25.5% | -3.4% |
| 6M | +1.1% | -22.1% | +23.1% | +1.0% |
| YTD | +6.8% | +57.0% | -50.2% | -6.0% |
| 1Y | +23.3% | +38.2% | -14.9% | +9.9% |
| 3Y | +126.1% | -2.5% | +128.6% | +96.7% |
| 5Y | +15.2% | -68.8% | +84.0% | +2.8% |
| All | +82.2% | -25.7% | +107.8% | +12.4% |
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 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