-26.0%
FSLR vs KEEL
-45.0%
+19.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.2% |
| 7D | +10.3% | -13.6% | +23.9% | +12.3% |
| 30D | +10.4% | -39.1% | +49.5% | +18.1% |
| 3M | -20.2% | -48.9% | +28.7% | -13.0% |
| 6M | -8.0% | -35.4% | +27.4% | -3.0% |
| YTD | -25.5% | -10.6% | -14.9% | -23.7% |
| 1Y | -26.0% | -45.3% | +19.4% | -16.4% |
| All | -26.0% | -45.0% | +19.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling