+164.3%
FSLY vs KRMN
-59.3%
+223.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.5% | +13.3% | +1.2% |
| 7D | -22.2% | -10.0% | -12.1% | -21.4% |
| 30D | -19.1% | +3.5% | -22.6% | -19.5% |
| 3M | -15.7% | -36.7% | +21.0% | -10.4% |
| 6M | -23.5% | -47.7% | +24.2% | -17.3% |
| YTD | +106.6% | -53.3% | +159.9% | +141.9% |
| 1Y | +164.3% | -59.7% | +223.9% | +203.5% |
| All | +164.3% | -59.3% | +223.6% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling