-12.4%
KHC vs FSLY
-6.2%
-6.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.0% | -22.4% | +20.4% | -2.6% |
| 30D | +9.7% | -45.5% | +55.1% | +8.3% |
| 3M | -2.0% | -30.4% | +28.4% | -2.5% |
| 6M | +5.4% | -22.1% | +27.5% | +5.2% |
| YTD | +5.9% | +57.0% | -51.1% | +7.5% |
| 1Y | +7.5% | +38.2% | -30.8% | +9.0% |
| 3Y | -12.4% | -2.5% | -9.9% | -13.7% |
| All | -12.4% | -6.2% | -6.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling