+62.8%
KKR vs FSLY
-0.4%
+63.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.1% | +7.5% | -15.6% | -8.7% |
| 30D | -9.1% | -21.1% | +12.0% | -7.4% |
| 3M | +6.4% | +21.8% | -15.4% | +3.9% |
| 6M | +12.6% | -0.1% | +12.7% | +8.7% |
| YTD | -20.4% | +123.1% | -143.5% | -31.2% |
| 1Y | -27.1% | +208.6% | -235.6% | -41.3% |
| All | +62.8% | -0.4% | +63.2% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling