+299.7%
KEYS vs FSLY
-4.2%
+304.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +2.3% | -10.6% | +12.9% | +3.6% |
| 30D | -2.6% | -20.9% | +18.3% | -0.4% |
| 3M | -4.6% | +3.4% | -8.0% | -5.8% |
| 6M | +8.7% | +2.7% | +6.0% | +4.2% |
| YTD | +61.0% | +102.3% | -41.2% | +37.6% |
| 1Y | +96.0% | +182.1% | -86.1% | +57.7% |
| 3Y | +144.4% | -14.6% | +159.0% | +116.7% |
| 5Y | +80.5% | -55.9% | +136.4% | +58.4% |
| All | +299.7% | -4.2% | +304.0% | +152.8% |
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 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