+726.4%
FSLR vs KEY
+16.4%
+710.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | +2.2% | -2.2% | -0.7% |
| 30D | -13.7% | -3.0% | -10.6% | -12.9% |
| 3M | -35.1% | +3.3% | -38.4% | -35.8% |
| 6M | +3.6% | +9.2% | -5.6% | +0.7% |
| YTD | -21.7% | +10.6% | -32.4% | -24.5% |
| 1Y | +1.3% | +20.4% | -19.1% | -5.1% |
| 3Y | +9.7% | +121.8% | -112.1% | -17.2% |
| 5Y | +117.4% | +41.1% | +76.2% | +78.0% |
| 10Y | +435.5% | +168.5% | +267.0% | +230.1% |
| All | +726.4% | +16.4% | +710.0% | +502.7% |
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 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