+2.8%
FSLR vs KEEL
+89.9%
-87.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.4% |
| 7D | +2.2% | +2.9% | -0.6% | +1.8% |
| 30D | -7.8% | +0.8% | -8.7% | -8.5% |
| 3M | -22.9% | -35.3% | +12.4% | -19.5% |
| 6M | +4.4% | +59.4% | -55.0% | -2.3% |
| YTD | -20.0% | +51.9% | -71.9% | -24.6% |
| 1Y | +2.8% | +75.0% | -72.2% | +1.5% |
| All | +2.8% | +89.9% | -87.1% | +1.5% |
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