+298.7%
KGC vs FSLY
-69.6%
+368.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | +11.1% | -22.4% | +33.6% | +12.3% |
| 30D | -3.7% | -45.5% | +41.7% | -1.1% |
| 3M | -17.2% | -30.4% | +13.2% | -16.4% |
| 6M | -27.3% | -22.1% | -5.2% | -27.1% |
| YTD | -18.5% | +57.0% | -75.5% | -23.3% |
| 1Y | -5.7% | +38.2% | -43.9% | -10.5% |
| 3Y | +336.5% | -2.5% | +339.0% | +305.0% |
| 5Y | +298.7% | -68.8% | +367.6% | +287.8% |
| All | +298.7% | -69.6% | +368.3% | +287.8% |
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 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