+964.0%
KGC vs FSLY
+5.6%
+958.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.1% |
| 7D | -0.1% | +11.2% | -11.3% | -0.7% |
| 30D | +10.5% | -18.2% | +28.6% | +11.5% |
| 3M | +19.8% | +21.9% | -2.1% | +17.7% |
| 6M | -6.7% | +4.0% | -10.7% | -8.9% |
| YTD | +7.8% | +123.1% | -115.3% | -1.1% |
| 1Y | +35.7% | +196.9% | -161.2% | +20.9% |
| 3Y | +553.7% | -1.3% | +555.0% | +509.1% |
| 5Y | +461.7% | -50.2% | +511.9% | +419.3% |
| All | +964.0% | +5.6% | +958.4% | +803.6% |
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