+362.1%
KKR vs FSLY
0.0%
+362.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -2.4% |
| 7D | -0.6% | +3.5% | -4.1% | -1.1% |
| 30D | +3.0% | -6.4% | +9.4% | +3.4% |
| 3M | +13.6% | +10.9% | +2.8% | +11.0% |
| 6M | +16.2% | +6.7% | +9.5% | +9.3% |
| YTD | -16.6% | +111.1% | -127.7% | -31.7% |
| 1Y | -23.2% | +185.8% | -209.0% | -41.3% |
| 3Y | +71.7% | -6.6% | +78.3% | +45.8% |
| 5Y | +74.8% | -52.4% | +127.2% | +45.2% |
| All | +362.1% | 0.0% | +362.2% | +183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling