-32.3%
FSLY vs KIM
+100.3%
-132.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -22.9% | +2.8% | -25.7% | -23.5% |
| 30D | -44.6% | +15.9% | -60.5% | -47.4% |
| 3M | -41.5% | +7.8% | -49.3% | -43.2% |
| 6M | -20.8% | +11.9% | -32.7% | -24.4% |
| YTD | +59.5% | +31.0% | +28.5% | +44.0% |
| 1Y | +36.1% | +32.3% | +3.8% | +22.4% |
| 3Y | -1.0% | +65.5% | -66.4% | -17.4% |
| 5Y | -66.9% | +37.2% | -104.2% | -70.5% |
| All | -32.3% | +100.3% | -132.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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