+6.9%
KMB vs FSLY
-4.2%
+11.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | -3.0% | -10.6% | +7.6% | -2.9% |
| 30D | -5.5% | -20.9% | +15.4% | -5.3% |
| 3M | +14.0% | +3.4% | +10.6% | +13.8% |
| 6M | +4.1% | +2.7% | +1.3% | +3.6% |
| YTD | +8.0% | +102.3% | -94.2% | +6.1% |
| 1Y | -13.7% | +182.1% | -195.8% | -15.9% |
| 3Y | -5.9% | -14.6% | +8.6% | -6.9% |
| 5Y | -8.6% | -55.9% | +47.3% | -10.0% |
| All | +6.9% | -4.2% | +11.2% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling