+141.0%
KNX vs FSLY
+5.6%
+135.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.5% | +7.5% | -8.0% | -1.2% |
| 30D | +1.0% | -21.1% | +22.1% | +2.9% |
| 3M | -12.6% | +21.8% | -34.4% | -14.6% |
| 6M | +21.1% | -0.1% | +21.2% | +17.6% |
| YTD | +33.2% | +123.1% | -89.9% | +17.8% |
| 1Y | +67.8% | +208.6% | -140.8% | +42.1% |
| 3Y | +37.3% | -1.3% | +38.6% | +23.4% |
| 5Y | +41.1% | -48.4% | +89.4% | +23.3% |
| All | +141.0% | +5.6% | +135.4% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling