+141.0%
KMI vs FSLY
-22.7%
+163.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | +6.5% | +4.9% | +1.7% | +6.3% |
| 30D | -3.4% | -33.5% | +30.1% | -2.0% |
| 3M | +0.4% | -44.6% | +45.0% | +2.3% |
| 6M | -0.9% | -9.2% | +8.3% | -1.6% |
| YTD | +20.5% | +63.3% | -42.8% | +13.3% |
| 1Y | +23.2% | +45.3% | -22.1% | +16.4% |
| 3Y | +121.6% | +3.7% | +117.9% | +106.0% |
| 5Y | +149.1% | -67.2% | +216.2% | +138.1% |
| All | +141.0% | -22.7% | +163.7% | +80.3% |
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 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