-10.8%
FSLR vs KEY
-1.9%
-8.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +1.8% |
| 7D | +10.7% | -2.5% | +13.1% | +11.7% |
| 30D | +8.9% | +4.1% | +4.8% | +6.9% |
| 3M | -17.3% | -8.4% | -9.0% | -15.2% |
| 6M | -10.8% | -2.3% | -8.5% | -7.7% |
| All | -10.8% | -1.9% | -8.9% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling