+11.1%
KMB vs FSLY
+43.8%
-32.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -1.6% |
| 7D | +0.1% | -17.9% | +18.0% | -0.2% |
| 30D | +10.2% | -34.7% | +44.9% | +9.6% |
| 3M | +1.5% | -40.0% | +41.5% | +0.9% |
| 6M | +16.6% | -11.8% | +28.5% | +16.7% |
| YTD | +12.1% | +69.5% | -57.5% | +11.5% |
| 1Y | +11.1% | +44.0% | -32.9% | +10.3% |
| All | +11.1% | +43.8% | -32.8% | +10.3% |
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