+454.5%
KGC vs FSLY
-54.2%
+508.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.5% |
| 7D | +2.4% | +3.5% | -1.0% | +2.3% |
| 30D | +9.2% | -6.4% | +15.6% | +9.2% |
| 3M | +16.7% | +10.9% | +5.9% | +15.6% |
| 6M | -7.0% | +6.7% | -13.7% | -9.1% |
| YTD | +7.5% | +111.1% | -103.6% | +0.3% |
| 1Y | +34.4% | +185.8% | -151.4% | +21.4% |
| 3Y | +552.0% | -6.6% | +558.5% | +519.0% |
| 5Y | +454.5% | -52.4% | +506.9% | +397.9% |
| All | +454.5% | -54.2% | +508.8% | +397.9% |
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