+96.9%
FSLR vs KEYS
+87.1%
+9.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.8% |
| 7D | +2.2% | +3.5% | -1.3% | +0.7% |
| 30D | -7.8% | -4.5% | -3.3% | -6.3% |
| 3M | -22.9% | -0.4% | -22.5% | -23.3% |
| 6M | +4.4% | +19.1% | -14.7% | -3.8% |
| YTD | -20.0% | +66.7% | -86.6% | -37.4% |
| 1Y | +2.8% | +96.5% | -93.6% | -25.7% |
| 3Y | +16.5% | +155.2% | -138.6% | -28.8% |
| All | +96.9% | +87.1% | +9.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 5y: compounded portfolio wealth divided by compounded KEYS 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…
5y analysis · Full analysis span regression · 6 months rolling