+62.9%
KO vs FSLY
-0.4%
+63.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +7.5% | -8.6% | -1.1% |
| 30D | +1.6% | -21.1% | +22.7% | +1.5% |
| 3M | +5.8% | +21.8% | -16.0% | +5.8% |
| 6M | +14.3% | -0.1% | +14.4% | +14.4% |
| YTD | +27.3% | +123.1% | -95.8% | +27.1% |
| 1Y | +33.2% | +208.6% | -175.4% | +32.8% |
| All | +62.9% | -0.4% | +63.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling