+31.8%
KLAC vs FSLY
+41.1%
-9.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | +10.0% | +4.9% | +5.1% | +9.5% |
| 30D | -14.8% | -33.5% | +18.7% | -11.6% |
| 3M | -27.2% | -44.6% | +17.5% | -23.7% |
| 6M | -17.5% | -9.2% | -8.2% | -16.8% |
| YTD | +25.8% | +63.3% | -37.4% | +26.4% |
| 1Y | +31.8% | +45.3% | -13.5% | +35.1% |
| All | +31.8% | +41.1% | -9.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling