+154.0%
KMI vs FSLY
-50.4%
+204.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.1% | +7.5% | -9.6% | -2.3% |
| 30D | -1.7% | -21.1% | +19.4% | -1.0% |
| 3M | -1.9% | +21.8% | -23.7% | -2.8% |
| 6M | -4.3% | -0.1% | -4.2% | -5.7% |
| YTD | +15.8% | +123.1% | -107.3% | +9.3% |
| 1Y | +17.6% | +208.6% | -191.0% | +8.7% |
| 3Y | +113.1% | -1.3% | +114.4% | +102.7% |
| 5Y | +154.0% | -48.4% | +202.4% | +136.3% |
| All | +154.0% | -50.4% | +204.4% | +136.3% |
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 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