+229.2%
FSLR vs KEEL
+309.9%
-80.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.7% |
| 7D | +0.2% | +19.3% | -19.0% | -0.9% |
| 30D | -15.1% | +9.1% | -24.3% | -15.9% |
| 3M | -22.5% | -31.5% | +9.0% | -21.2% |
| 6M | +4.0% | +75.8% | -71.9% | -0.7% |
| YTD | -22.3% | +57.9% | -80.1% | -25.7% |
| 1Y | 0.0% | +133.3% | -133.3% | -7.5% |
| 3Y | +10.9% | +204.1% | -193.2% | -2.8% |
| 5Y | +105.4% | -37.5% | +142.9% | +81.9% |
| All | +229.2% | +309.9% | -80.7% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling