+149.4%
KEYS vs FSLY
-0.4%
+149.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.3% |
| 7D | +2.9% | +11.2% | -8.2% | +1.8% |
| 30D | -1.3% | -18.2% | +16.9% | +0.5% |
| 3M | -0.1% | +21.9% | -22.0% | -2.7% |
| 6M | +17.4% | +4.0% | +13.3% | +13.3% |
| YTD | +62.9% | +123.1% | -60.2% | +43.0% |
| 1Y | +95.7% | +196.9% | -101.1% | +62.3% |
| All | +149.4% | -0.4% | +149.8% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling