+182.7%
KR vs FSLY
+7.7%
+175.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.7% |
| 7D | -0.2% | +12.5% | -12.7% | -0.2% |
| 30D | +5.1% | -18.8% | +23.9% | +5.1% |
| 3M | -8.2% | +22.7% | -30.8% | -8.3% |
| 6M | -18.0% | -3.7% | -14.3% | -18.1% |
| YTD | -4.8% | +127.5% | -132.3% | -5.7% |
| 1Y | -11.0% | +193.5% | -204.6% | -12.1% |
| 3Y | +37.7% | -1.3% | +39.0% | +37.0% |
| 5Y | +52.8% | -47.3% | +100.1% | +52.1% |
| All | +182.7% | +7.7% | +175.0% | +150.8% |
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