+65.4%
KNX vs FSLY
+181.7%
-116.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.6% |
| 7D | +7.1% | -10.6% | +17.7% | +7.4% |
| 30D | +1.7% | -20.9% | +22.6% | +2.3% |
| 3M | -8.1% | +3.4% | -11.6% | -8.1% |
| 6M | +14.0% | +2.7% | +11.3% | +14.1% |
| YTD | +38.5% | +102.3% | -63.8% | +38.0% |
| 1Y | +65.4% | +182.1% | -116.6% | +59.4% |
| All | +65.4% | +181.7% | -116.3% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling