+132.4%
KTOS vs FSLY
+7.7%
+124.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -2.4% | +12.5% | -14.8% | -3.9% |
| 30D | -26.8% | -18.8% | -8.0% | -25.0% |
| 3M | -20.6% | +22.7% | -43.2% | -23.2% |
| 6M | -47.5% | -3.7% | -43.8% | -49.2% |
| YTD | -38.5% | +127.5% | -166.0% | -48.4% |
| 1Y | -31.0% | +193.5% | -224.5% | -45.1% |
| 3Y | +216.5% | -1.3% | +217.9% | +175.9% |
| 5Y | +105.7% | -47.3% | +153.0% | +74.6% |
| All | +132.4% | +7.7% | +124.7% | +54.1% |
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