+420.9%
FSLR vs KEY
+95.2%
+325.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | -12.0% | +1.8% | -13.7% | -12.5% |
| 30D | -7.7% | +7.1% | -14.8% | -9.8% |
| 3M | -24.0% | -5.9% | -18.1% | -22.6% |
| 6M | -24.4% | +2.2% | -26.6% | -25.1% |
| YTD | -34.0% | +6.4% | -40.5% | -35.7% |
| 1Y | -35.6% | +24.8% | -60.4% | -40.4% |
| 3Y | +28.7% | +125.2% | -96.6% | -4.6% |
| 5Y | +55.3% | +13.0% | +42.4% | +37.6% |
| All | +420.9% | +95.2% | +325.6% | +274.2% |
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