+619.9%
FSLR vs KEY
+12.5%
+607.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -8.4% | -0.5% | -7.9% | -8.4% |
| 30D | -0.9% | +6.7% | -7.6% | -3.0% |
| 3M | -26.1% | -4.6% | -21.5% | -25.0% |
| 6M | -23.6% | +2.6% | -26.2% | -24.4% |
| YTD | -31.8% | +7.0% | -38.8% | -33.6% |
| 1Y | -32.6% | +23.5% | -56.0% | -37.2% |
| 3Y | +33.0% | +126.4% | -93.4% | -0.3% |
| 5Y | +56.8% | +13.0% | +43.8% | +37.9% |
| 10Y | +455.6% | +99.5% | +356.1% | +276.1% |
| All | +619.9% | +12.5% | +607.4% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling