+11.5%
KHC vs FSLY
-4.2%
+15.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -1.8% | -10.6% | +8.9% | -1.7% |
| 30D | -1.9% | -20.9% | +19.0% | -1.8% |
| 3M | +14.4% | +3.4% | +11.0% | +14.3% |
| 6M | +8.7% | +2.7% | +6.0% | +8.4% |
| YTD | +7.8% | +102.3% | -94.5% | +6.7% |
| 1Y | -1.5% | +182.1% | -183.6% | -3.0% |
| 3Y | -9.9% | -14.6% | +4.7% | -10.6% |
| 5Y | -10.7% | -55.9% | +45.2% | -10.9% |
| All | +11.5% | -4.2% | +15.7% | -8.4% |
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