+13.6%
KMB vs FSLY
+161.0%
-147.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +0.4% | -22.2% | +22.5% | 0.0% |
| 30D | +14.0% | -19.1% | +33.2% | +13.8% |
| 3M | -1.3% | -15.7% | +14.4% | -1.4% |
| 6M | +16.7% | -23.5% | +40.2% | +17.0% |
| YTD | +12.0% | +106.6% | -94.6% | +11.6% |
| 1Y | +13.6% | +164.3% | -150.6% | +12.8% |
| All | +13.6% | +161.0% | -147.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling