+1,762.3%
KLAC vs FSLY
-4.2%
+1,766.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +7.7% |
| 7D | +5.7% | -10.6% | +16.4% | +7.5% |
| 30D | -3.6% | -20.9% | +17.3% | -0.9% |
| 3M | -12.8% | +3.4% | -16.2% | -14.1% |
| 6M | +26.1% | +2.7% | +23.3% | +19.3% |
| YTD | +53.3% | +102.3% | -48.9% | +24.9% |
| 1Y | +113.7% | +182.1% | -68.4% | +61.0% |
| 3Y | +274.9% | -14.6% | +289.4% | +221.3% |
| 5Y | +470.1% | -55.9% | +526.0% | +384.7% |
| All | +1,762.3% | -4.2% | +1,766.5% | +1,071.0% |
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