-5.3%
FSLY vs KIM
+83.8%
-89.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | +11.2% | -1.0% | +12.1% | +11.5% |
| 30D | -18.2% | -1.1% | -17.1% | -18.0% |
| 3M | +21.9% | -5.3% | +27.2% | +23.8% |
| 6M | +4.0% | +3.9% | +0.1% | +2.1% |
| YTD | +123.1% | +20.3% | +102.8% | +107.9% |
| 1Y | +196.9% | +10.4% | +186.4% | +184.7% |
| 3Y | -1.3% | +46.3% | -47.6% | -13.8% |
| 5Y | -50.2% | +37.6% | -87.8% | -54.6% |
| All | -5.3% | +83.8% | -89.2% | -1.8% |
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