+80.8%
KEYS vs FSLY
-50.4%
+131.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | +7.5% | -6.6% | 0.0% |
| 30D | -5.3% | -21.1% | +15.8% | -2.7% |
| 3M | +0.5% | +21.8% | -21.3% | -2.7% |
| 6M | +14.0% | -0.1% | +14.2% | +9.5% |
| YTD | +60.3% | +123.1% | -62.8% | +34.7% |
| 1Y | +91.3% | +208.6% | -117.2% | +50.4% |
| 3Y | +146.1% | -1.3% | +147.4% | +113.5% |
| 5Y | +80.8% | -48.4% | +129.1% | +50.2% |
| All | +80.8% | -50.4% | +131.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling