-31.4%
KWEB vs FSLY
+5.6%
-37.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -3.1% |
| 7D | -3.6% | +11.2% | -14.7% | -5.2% |
| 30D | -14.9% | -18.2% | +3.3% | -12.8% |
| 3M | -5.4% | +21.9% | -27.3% | -9.6% |
| 6M | -18.9% | +4.0% | -22.9% | -24.2% |
| YTD | -27.2% | +123.1% | -150.3% | -43.0% |
| 1Y | -34.2% | +196.9% | -231.1% | -52.3% |
| 3Y | +0.6% | -1.3% | +1.9% | -17.8% |
| 5Y | -43.5% | -50.2% | +6.7% | -53.8% |
| All | -31.4% | +5.6% | -37.1% | -53.7% |
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