+4.9%
KMB vs FSLY
0.0%
+4.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.0% |
| 7D | -2.7% | +3.5% | -6.2% | -2.8% |
| 30D | -5.0% | -6.4% | +1.4% | -5.0% |
| 3M | +6.6% | +10.9% | -4.3% | +6.4% |
| 6M | +1.0% | +6.7% | -5.7% | +0.4% |
| YTD | +6.0% | +111.1% | -105.1% | +4.0% |
| 1Y | -16.6% | +185.8% | -202.4% | -18.7% |
| 3Y | -8.6% | -6.6% | -2.1% | -9.7% |
| 5Y | -10.9% | -52.4% | +41.5% | -12.4% |
| All | +4.9% | 0.0% | +4.9% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling