+10.4%
KHC vs FSLY
+5.6%
+4.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.8% | -1.2% |
| 7D | -4.8% | +11.2% | -15.9% | -4.8% |
| 30D | +0.3% | -18.2% | +18.5% | +0.3% |
| 3M | +6.7% | +21.9% | -15.2% | +6.6% |
| 6M | +4.2% | +4.0% | +0.1% | +3.9% |
| YTD | +6.7% | +123.1% | -116.3% | +5.7% |
| 1Y | -1.4% | +196.9% | -198.3% | -2.9% |
| 3Y | -11.8% | -1.3% | -10.5% | -12.6% |
| 5Y | -13.4% | -50.2% | +36.9% | -13.6% |
| All | +10.4% | +5.6% | +4.8% | -9.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling