+1.3%
FSLR vs KEEL
+169.0%
-167.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.9% |
| 7D | 0.0% | +7.8% | -7.8% | -1.0% |
| 30D | -13.7% | -11.7% | -2.0% | -12.8% |
| 3M | -35.1% | -41.5% | +6.4% | -31.6% |
| 6M | +3.6% | +54.9% | -51.3% | -1.9% |
| YTD | -21.7% | +47.7% | -69.4% | -25.5% |
| 1Y | +1.3% | +177.6% | -176.3% | +1.2% |
| All | +1.3% | +169.0% | -167.7% | +1.2% |
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