+15.5%
FSLR vs KEEL
+186.7%
-171.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.3% | +9.3% | +2.9% |
| 7D | -0.1% | +2.7% | -2.8% | -0.5% |
| 30D | -14.0% | +4.6% | -18.6% | -15.1% |
| 3M | -16.9% | -34.5% | +17.6% | -13.8% |
| 6M | +4.7% | +59.3% | -54.5% | -3.0% |
| YTD | -20.7% | +46.4% | -67.1% | -26.6% |
| 1Y | +1.7% | +96.6% | -94.9% | -11.2% |
| All | +15.5% | +186.7% | -171.2% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling