-14.2%
FSLY vs KIM
+84.1%
-98.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -10.6% | +0.4% | -11.1% | -10.8% |
| 30D | -20.9% | -4.0% | -16.9% | -19.9% |
| 3M | +3.4% | +0.5% | +2.9% | +2.7% |
| 6M | +2.7% | +3.6% | -0.9% | +0.9% |
| YTD | +102.3% | +20.4% | +81.8% | +88.4% |
| 1Y | +182.1% | +9.7% | +172.4% | +171.1% |
| 3Y | -14.6% | +46.0% | -60.6% | -25.4% |
| 5Y | -55.9% | +34.4% | -90.3% | -59.7% |
| All | -14.2% | +84.1% | -98.2% | -11.0% |
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