-52.4%
FSLY vs KIM
+37.7%
-90.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.8% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | -6.4% | -1.7% | -4.7% | -5.5% |
| 3M | +10.9% | -0.8% | +11.7% | +10.3% |
| 6M | +6.7% | +4.4% | +2.3% | +1.1% |
| YTD | +111.1% | +21.2% | +89.9% | +75.2% |
| 1Y | +185.8% | +10.5% | +175.2% | +156.1% |
| 3Y | -6.6% | +47.5% | -54.1% | -38.6% |
| 5Y | -52.4% | +37.1% | -89.5% | -62.8% |
| All | -52.4% | +37.7% | -90.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling