-31.9%
KWEB vs FSLY
+7.7%
-39.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -5.6% | +12.5% | -18.0% | -7.3% |
| 30D | -10.7% | -18.8% | +8.1% | -8.4% |
| 3M | -7.4% | +22.7% | -30.1% | -11.5% |
| 6M | -19.3% | -3.7% | -15.6% | -23.6% |
| YTD | -27.8% | +127.5% | -155.3% | -43.6% |
| 1Y | -35.9% | +193.5% | -229.5% | -53.4% |
| 3Y | -1.9% | -1.3% | -0.6% | -19.8% |
| 5Y | -43.2% | -47.3% | +4.2% | -54.0% |
| All | -31.9% | +7.7% | -39.6% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling