+137.3%
KNX vs FSLY
+7.7%
+129.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -5.6% | +12.5% | -18.1% | -6.6% |
| 30D | -4.4% | -18.8% | +14.4% | -2.9% |
| 3M | -17.3% | +22.7% | -40.0% | -19.2% |
| 6M | +22.6% | -3.7% | +26.3% | +19.5% |
| YTD | +31.1% | +127.5% | -96.4% | +15.8% |
| 1Y | +60.2% | +193.5% | -133.3% | +36.4% |
| 3Y | +35.8% | -1.3% | +37.1% | +22.0% |
| 5Y | +38.9% | -47.3% | +86.2% | +21.2% |
| All | +137.3% | +7.7% | +129.6% | +59.5% |
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