+169.6%
FSLY vs KRMN
+32.3%
+137.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +3.5% | -3.4% | +6.9% | +4.2% |
| 30D | -6.4% | -31.8% | +25.4% | +0.7% |
| 3M | +10.9% | -20.0% | +30.9% | +15.4% |
| 6M | +6.7% | -60.5% | +67.2% | +25.0% |
| YTD | +111.1% | -45.8% | +156.9% | +130.4% |
| 1Y | +185.8% | -36.4% | +222.1% | +189.1% |
| All | +169.6% | +32.3% | +137.3% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling