+1,796.2%
KLAC vs FSLY
0.0%
+1,796.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.1% |
| 7D | +10.6% | +3.5% | +7.1% | +9.9% |
| 30D | -4.5% | -6.4% | +1.9% | -4.2% |
| 3M | -10.3% | +10.9% | -21.1% | -12.6% |
| 6M | +40.9% | +6.7% | +34.2% | +32.6% |
| YTD | +56.1% | +111.1% | -55.0% | +26.3% |
| 1Y | +109.0% | +185.8% | -76.7% | +57.3% |
| 3Y | +288.8% | -6.6% | +295.4% | +228.0% |
| 5Y | +489.1% | -52.4% | +541.5% | +395.0% |
| All | +1,796.2% | 0.0% | +1,796.3% | +1,084.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling