+123.8%
KO vs FSLY
0.0%
+123.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | +0.3% |
| 7D | +0.4% | +3.5% | -3.1% | +0.4% |
| 30D | +1.5% | -6.4% | +7.9% | +1.5% |
| 3M | +11.8% | +10.9% | +0.9% | +11.5% |
| 6M | +16.2% | +6.7% | +9.5% | +15.6% |
| YTD | +28.1% | +111.1% | -83.0% | +25.7% |
| 1Y | +34.8% | +185.8% | -151.0% | +31.4% |
| 3Y | +65.5% | -6.6% | +72.0% | +63.3% |
| 5Y | +81.6% | -52.4% | +134.0% | +77.7% |
| All | +123.8% | 0.0% | +123.8% | +92.6% |
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