+713.0%
FSLR vs KEY
+9.4%
+703.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | +15.3% | -1.3% | +16.6% | +15.8% |
| 30D | +11.7% | +5.1% | +6.5% | +9.9% |
| 3M | -17.6% | -7.1% | -10.5% | -15.7% |
| 6M | -7.7% | -4.4% | -3.4% | -6.6% |
| YTD | -23.0% | +4.0% | -27.0% | -24.3% |
| 1Y | -26.0% | +23.4% | -49.5% | -31.1% |
| 3Y | +36.9% | +113.9% | -77.1% | +4.5% |
| 5Y | +72.9% | +12.3% | +60.6% | +52.4% |
| 10Y | +519.3% | +125.5% | +393.8% | +303.3% |
| All | +713.0% | +9.4% | +703.6% | +504.4% |
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