+190.6%
FSLY vs KRMN
+17.6%
+173.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.5% |
| 7D | +12.5% | -11.8% | +24.2% | +14.7% |
| 30D | -18.8% | -43.0% | +24.2% | -10.2% |
| 3M | +22.7% | -28.8% | +51.5% | +30.1% |
| 6M | -3.7% | -66.3% | +62.6% | +15.6% |
| YTD | +127.5% | -51.8% | +179.3% | +152.9% |
| 1Y | +193.5% | -44.7% | +238.2% | +204.6% |
| All | +190.6% | +17.6% | +173.0% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling