-33.6%
FSLR vs KEY
+22.3%
-55.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -2.6% | +0.5% | -3.2% | -2.8% |
| 30D | +1.8% | +6.9% | -5.1% | -0.6% |
| 3M | -24.4% | -5.0% | -19.4% | -23.4% |
| 6M | -17.7% | +0.7% | -18.4% | -17.9% |
| YTD | -30.7% | +6.5% | -37.2% | -33.6% |
| 1Y | -33.6% | +22.6% | -56.2% | -36.7% |
| All | -33.6% | +22.3% | -55.9% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling