+1,677.8%
KLAC vs FSLY
+5.6%
+1,672.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.5% | +7.5% | -5.1% | +1.2% |
| 30D | -11.5% | -21.1% | +9.6% | -8.5% |
| 3M | -16.9% | +21.8% | -38.7% | -20.3% |
| 6M | +22.2% | -0.1% | +22.4% | +16.2% |
| YTD | +46.4% | +123.1% | -76.7% | +17.3% |
| 1Y | +91.0% | +208.6% | -117.6% | +41.9% |
| 3Y | +264.6% | -1.3% | +265.8% | +204.7% |
| 5Y | +430.6% | -48.4% | +478.9% | +340.1% |
| All | +1,677.8% | +5.6% | +1,672.2% | +1,000.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling