+496.9%
FSLR vs KEY
+121.9%
+375.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.4% | -5.6% |
| 7D | +5.3% | -0.4% | +5.6% | +5.3% |
| 30D | +7.8% | +7.2% | +0.5% | +5.3% |
| 3M | -23.4% | -4.9% | -18.5% | -22.2% |
| 6M | -12.9% | +1.1% | -13.9% | -13.4% |
| YTD | -26.7% | +6.8% | -33.5% | -28.6% |
| 1Y | -28.4% | +23.3% | -51.7% | -33.5% |
| 3Y | +44.6% | +126.1% | -81.5% | +7.1% |
| 5Y | +67.9% | +15.2% | +52.7% | +47.7% |
| 10Y | +496.9% | +113.6% | +383.3% | +324.7% |
| All | +496.9% | +121.9% | +375.0% | +324.7% |
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