+1.6%
KMB vs FSLY
-9.9%
+11.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.8% |
| 7D | +0.5% | -31.4% | +31.9% | 0.0% |
| 30D | +12.4% | -37.3% | +49.7% | +11.8% |
| 3M | +1.0% | -30.1% | +31.1% | +0.7% |
| 6M | +12.1% | -49.8% | +61.9% | +11.9% |
| YTD | +11.6% | +55.7% | -44.1% | +11.9% |
| 1Y | +13.1% | +44.5% | -31.4% | +13.4% |
| 3Y | +1.6% | -4.3% | +5.9% | +3.1% |
| All | +1.6% | -9.9% | +11.5% | +3.1% |
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