+0.6%
KMB vs FSLY
+5.6%
-5.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -4.2% |
| 7D | -8.6% | +11.2% | -19.8% | -8.7% |
| 30D | -7.5% | -18.2% | +10.6% | -7.4% |
| 3M | -0.6% | +21.9% | -22.5% | -0.9% |
| 6M | -1.5% | +4.0% | -5.6% | -2.0% |
| YTD | +1.6% | +123.1% | -121.5% | -0.3% |
| 1Y | -20.8% | +196.9% | -217.6% | -22.8% |
| 3Y | -12.4% | -1.3% | -11.1% | -13.5% |
| 5Y | -12.9% | -50.2% | +37.3% | -14.4% |
| All | +0.6% | +5.6% | -5.1% | -12.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling