+108.4%
FSLR vs KEEL
-41.3%
+149.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 6M | +4.7% | +59.3% | -54.5% | -3.6% |
| YTD | -20.7% | +46.4% | -67.1% | -27.2% |
| 1Y | +1.7% | +96.6% | -94.9% | -12.4% |
| 3Y | +13.1% | +182.0% | -168.9% | -17.3% |
| 5Y | +108.4% | -38.2% | +146.6% | +75.6% |
| All | +108.4% | -41.3% | +149.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling