+307.3%
KEYS vs FSLY
0.0%
+307.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.4% |
| 7D | +4.4% | +3.5% | +1.0% | +4.0% |
| 30D | -2.2% | -6.4% | +4.2% | -1.9% |
| 3M | +0.5% | +10.9% | -10.3% | -1.5% |
| 6M | +22.4% | +6.7% | +15.7% | +16.8% |
| YTD | +64.1% | +111.1% | -47.0% | +39.5% |
| 1Y | +97.0% | +185.8% | -88.8% | +58.3% |
| 3Y | +152.0% | -6.6% | +158.6% | +120.8% |
| 5Y | +83.7% | -52.4% | +136.1% | +59.8% |
| All | +307.3% | 0.0% | +307.4% | +156.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling