+81.6%
KO vs FSLY
-48.4%
+130.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +5.8% | +21.8% | -16.0% | +5.5% |
| 6M | +14.3% | -0.1% | +14.4% | +14.0% |
| YTD | +27.3% | +123.1% | -95.8% | +25.7% |
| 1Y | +33.2% | +208.6% | -175.4% | +30.7% |
| 3Y | +64.5% | -1.3% | +65.7% | +63.3% |
| All | +81.6% | -48.4% | +130.0% | +71.0% |
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 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