-1.9%
KWEB vs FSLY
+1.6%
-3.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -5.6% | +12.5% | -18.0% | -6.1% |
| 30D | -10.7% | -18.8% | +8.1% | -10.0% |
| 3M | -7.4% | +22.7% | -30.1% | -8.7% |
| 6M | -19.3% | -3.7% | -15.6% | -20.6% |
| YTD | -27.8% | +127.5% | -155.3% | -32.5% |
| 1Y | -35.9% | +193.5% | -229.5% | -42.0% |
| 3Y | -1.9% | -1.3% | -0.6% | -9.6% |
| All | -1.9% | +1.6% | -3.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling