+1.3%
FSLR vs KGC
+43.6%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.8% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -13.7% | +20.3% | -33.9% | -18.6% |
| 3M | -35.1% | +8.1% | -43.2% | -37.0% |
| 6M | +3.6% | -8.8% | +12.4% | +3.8% |
| YTD | -21.7% | +10.1% | -31.8% | -25.3% |
| 1Y | +1.3% | +44.2% | -42.9% | -4.5% |
| All | +1.3% | +43.6% | -42.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling