-6.6%
KMB vs FSLY
-11.3%
+4.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -3.0% | -10.6% | +7.6% | -3.1% |
| 30D | -5.5% | -20.9% | +15.4% | -5.6% |
| 3M | +14.0% | +3.4% | +10.6% | +14.1% |
| 6M | +4.1% | +2.7% | +1.3% | +4.3% |
| YTD | +8.0% | +102.3% | -94.2% | +8.4% |
| 1Y | -13.7% | +182.1% | -195.8% | -13.3% |
| All | -6.6% | -11.3% | +4.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling