+418.1%
FSLR vs KEY
+96.4%
+321.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -14.8% | +2.9% | -17.7% | -15.6% |
| 30D | -4.3% | +8.4% | -12.7% | -6.8% |
| 3M | -23.4% | -5.8% | -17.6% | -22.0% |
| 6M | -26.9% | +5.4% | -32.4% | -28.3% |
| YTD | -34.4% | +7.1% | -41.4% | -36.2% |
| 1Y | -33.2% | +26.8% | -60.0% | -38.5% |
| 3Y | +28.1% | +128.7% | -100.6% | -5.5% |
| 5Y | +54.5% | +13.6% | +40.9% | +36.6% |
| All | +418.1% | +96.4% | +321.7% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling