+458.5%
FSLR vs KGC
+698.0%
-239.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.2% | -5.6% | +7.9% | +3.0% |
| 30D | -7.8% | +6.1% | -14.0% | -8.7% |
| 3M | -22.9% | +17.3% | -40.2% | -24.8% |
| 6M | +4.4% | -10.3% | +14.7% | +5.2% |
| YTD | -20.0% | +3.9% | -23.8% | -21.0% |
| 1Y | +2.8% | +25.7% | -22.9% | -0.8% |
| 3Y | +16.5% | +526.0% | -509.4% | -6.1% |
| 5Y | +110.3% | +455.5% | -345.2% | +68.0% |
| All | +458.5% | +698.0% | -239.5% | +323.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling