-18.9%
KWEB vs FSLY
+15.6%
-34.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.5% |
| 7D | -3.6% | +11.2% | -14.7% | -3.9% |
| 30D | -14.9% | -18.2% | +3.3% | -14.4% |
| 3M | -5.4% | +21.9% | -27.3% | -6.6% |
| 6M | -18.9% | +4.0% | -22.9% | -21.0% |
| All | -18.9% | +15.6% | -34.4% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling