+273.6%
FSLR vs KEYS
+1,086.4%
-812.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.4% |
| 7D | +0.2% | +2.9% | -2.7% | -1.1% |
| 30D | -15.1% | -1.3% | -13.8% | -15.0% |
| 3M | -22.5% | -0.1% | -22.4% | -23.0% |
| 6M | +4.0% | +17.4% | -13.4% | -4.3% |
| YTD | -22.3% | +62.9% | -85.2% | -39.8% |
| 1Y | 0.0% | +95.7% | -95.7% | -29.3% |
| 3Y | +10.9% | +150.2% | -139.3% | -32.9% |
| 5Y | +105.4% | +83.1% | +22.3% | +40.9% |
| 10Y | +447.0% | +1,020.9% | -573.9% | +46.2% |
| All | +273.6% | +1,086.4% | -812.9% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling