-28.3%
FSLY vs KIM
+98.6%
-126.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +11.8% | -0.7% | +12.4% | +12.0% |
| 30D | -36.5% | +13.4% | -50.0% | -39.3% |
| 3M | -39.7% | +6.5% | -46.3% | -41.3% |
| 6M | -9.7% | +10.6% | -20.3% | -13.5% |
| YTD | +68.9% | +29.9% | +38.9% | +52.8% |
| 1Y | +44.5% | +29.6% | +14.9% | +30.8% |
| 3Y | +4.8% | +64.1% | -59.2% | -12.3% |
| 5Y | -66.0% | +35.3% | -101.3% | -69.6% |
| All | -28.3% | +98.6% | -126.9% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling