-6.6%
FSLY vs KIM
+47.7%
-54.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -6.4% | -1.7% | -4.7% | -5.8% |
| 3M | +10.9% | -0.8% | +11.7% | +10.5% |
| 6M | +6.7% | +4.4% | +2.3% | +2.5% |
| YTD | +111.1% | +21.2% | +89.9% | +83.4% |
| 1Y | +185.8% | +10.5% | +175.2% | +163.8% |
| 3Y | -6.6% | +47.5% | -54.1% | -34.4% |
| All | -6.6% | +47.7% | -54.3% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling