-68.8%
FSLY vs KIM
+38.5%
-107.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | -22.4% | +2.8% | -25.3% | -24.0% |
| 30D | -45.5% | +16.3% | -61.8% | -52.3% |
| 3M | -30.4% | +6.6% | -37.0% | -34.9% |
| 6M | -22.1% | +12.3% | -34.4% | -31.3% |
| YTD | +57.0% | +31.6% | +25.4% | +19.1% |
| 1Y | +38.2% | +31.5% | +6.7% | +4.8% |
| 3Y | -2.5% | +68.0% | -70.5% | -46.1% |
| 5Y | -68.8% | +38.7% | -107.5% | -77.5% |
| All | -68.8% | +38.5% | -107.4% | -77.5% |
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