+657.8%
KGC vs FSLY
-24.5%
+682.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -5.9% |
| 7D | +8.0% | -22.9% | +31.0% | +9.4% |
| 30D | -9.3% | -44.6% | +35.3% | -6.5% |
| 3M | -21.3% | -41.5% | +20.2% | -19.5% |
| 6M | -31.5% | -20.8% | -10.7% | -31.4% |
| YTD | -23.2% | +59.5% | -82.8% | -28.6% |
| 1Y | -15.0% | +36.1% | -51.2% | -20.1% |
| 3Y | +328.7% | -1.0% | +329.7% | +294.5% |
| 5Y | +262.9% | -66.9% | +329.8% | +242.9% |
| All | +657.8% | -24.5% | +682.3% | +552.2% |
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 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