-24.6%
KVUE vs FSLY
+71.0%
-95.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.7% | -9.2% | -3.5% |
| 7D | -7.2% | +11.2% | -18.4% | -7.3% |
| 30D | -5.7% | -18.2% | +12.5% | -5.6% |
| 3M | +0.2% | +21.9% | -21.7% | 0.0% |
| 6M | 0.0% | +4.0% | -4.0% | -0.3% |
| YTD | +6.5% | +123.1% | -116.6% | +4.7% |
| 1Y | -1.4% | +196.9% | -198.3% | -3.7% |
| 3Y | -5.6% | -1.3% | -4.3% | -8.4% |
| All | -24.6% | +71.0% | -95.6% | -25.2% |
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 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