+447.7%
KLAC vs FSLY
-50.4%
+498.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -4.1% |
| 7D | +6.2% | +11.2% | -5.0% | +4.3% |
| 30D | -5.0% | -18.2% | +13.2% | -2.3% |
| 3M | -14.4% | +21.9% | -36.3% | -18.0% |
| 6M | +28.3% | +4.0% | +24.3% | +20.8% |
| YTD | +51.1% | +123.1% | -72.0% | +20.2% |
| 1Y | +100.4% | +196.9% | -96.5% | +47.3% |
| 3Y | +276.3% | -1.3% | +277.6% | +214.9% |
| All | +447.7% | -50.4% | +498.2% | +336.9% |
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