-26.0%
FSLR vs KGC
-5.3%
-20.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.8% | +2.0% |
| 7D | +10.3% | -6.8% | +17.1% | +12.8% |
| 30D | +10.4% | -9.2% | +19.6% | +13.8% |
| 3M | -20.2% | -9.1% | -11.0% | -18.5% |
| 6M | -8.0% | -25.7% | +17.7% | +0.5% |
| YTD | -25.5% | -23.6% | -1.9% | -25.2% |
| 1Y | -26.0% | -4.3% | -21.7% | -36.2% |
| All | -26.0% | -5.3% | -20.7% | -36.2% |
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