+66.5%
KKR vs FSLY
-47.3%
+113.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -6.2% | +12.5% | -18.7% | -7.9% |
| 30D | -8.9% | -18.8% | +10.0% | -6.4% |
| 3M | +6.3% | +22.7% | -16.4% | +1.9% |
| 6M | +16.5% | -3.7% | +20.2% | +10.5% |
| YTD | -20.3% | +127.5% | -147.8% | -37.7% |
| 1Y | -29.8% | +193.5% | -223.3% | -49.2% |
| 3Y | +63.2% | -1.3% | +64.5% | +35.0% |
| All | +66.5% | -47.3% | +113.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling