-13.5%
KHC vs FSLY
-54.2%
+40.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | +0.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.2% |
| 30D | -0.1% | -6.4% | +6.3% | -0.1% |
| 3M | +8.3% | +10.9% | -2.5% | +8.6% |
| 6M | +5.0% | +6.7% | -1.7% | +5.4% |
| YTD | +8.0% | +111.1% | -103.1% | +9.4% |
| 1Y | -1.1% | +185.8% | -186.9% | +0.4% |
| 3Y | -10.7% | -6.6% | -4.2% | -10.5% |
| 5Y | -13.5% | -52.4% | +38.9% | -16.8% |
| All | -13.5% | -54.2% | +40.7% | -16.8% |
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