+130.9%
KMI vs FSLY
+7.7%
+123.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -1.7% | +12.5% | -14.2% | -2.2% |
| 30D | -2.7% | -18.8% | +16.1% | -2.0% |
| 3M | -0.7% | +22.7% | -23.3% | -1.9% |
| 6M | -5.0% | -3.7% | -1.3% | -6.4% |
| YTD | +15.5% | +127.5% | -112.0% | +7.5% |
| 1Y | +16.4% | +193.5% | -177.1% | +6.3% |
| 3Y | +114.2% | -1.3% | +115.5% | +101.7% |
| 5Y | +153.3% | -47.3% | +200.6% | +137.2% |
| All | +130.9% | +7.7% | +123.2% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling