-1.1%
KVUE vs FSLY
+210.9%
-212.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.0% | 0.0% |
| 7D | -5.1% | +12.5% | -17.6% | -5.1% |
| 30D | -6.3% | -18.8% | +12.5% | -6.4% |
| 3M | -0.5% | +22.7% | -23.2% | -0.3% |
| 6M | +3.1% | -3.7% | +6.8% | +3.3% |
| YTD | +6.7% | +127.5% | -120.8% | +6.3% |
| 1Y | -1.1% | +193.5% | -194.7% | -0.2% |
| All | -1.1% | +210.9% | -212.0% | -0.2% |
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