-32.6%
FSLR vs KEY
+23.0%
-55.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -8.4% | -0.5% | -7.9% | -8.3% |
| 30D | -0.9% | +6.7% | -7.6% | -3.1% |
| 3M | -26.1% | -4.6% | -21.5% | -25.2% |
| 6M | -23.6% | +2.6% | -26.2% | -24.2% |
| YTD | -31.8% | +7.0% | -38.8% | -34.6% |
| 1Y | -32.6% | +23.5% | -56.0% | -36.3% |
| All | -32.6% | +23.0% | -55.6% | -36.3% |
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