-10.9%
KMB vs FSLY
-54.2%
+43.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -1.9% |
| 7D | -2.7% | +3.5% | -6.2% | -2.7% |
| 30D | -5.0% | -6.4% | +1.4% | -5.0% |
| 3M | +6.6% | +10.9% | -4.3% | +6.6% |
| 6M | +1.0% | +6.7% | -5.7% | +0.9% |
| YTD | +6.0% | +111.1% | -105.1% | +5.3% |
| 1Y | -16.6% | +185.8% | -202.4% | -17.3% |
| 3Y | -8.6% | -6.6% | -2.1% | -8.6% |
| 5Y | -10.9% | -52.4% | +41.5% | -17.3% |
| All | -10.9% | -54.2% | +43.4% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling