+455.6%
FSLR vs KGC
+567.0%
-111.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.4% | +0.2% | -8.7% | -8.5% |
| 30D | -0.9% | -8.8% | +7.9% | +0.3% |
| 3M | -26.1% | -21.1% | -5.0% | -23.6% |
| 6M | -23.6% | -32.3% | +8.7% | -19.7% |
| YTD | -31.8% | -23.5% | -8.4% | -29.7% |
| 1Y | -32.6% | -15.0% | -17.6% | -31.3% |
| 3Y | +33.0% | +327.5% | -294.5% | +10.8% |
| 5Y | +56.8% | +244.3% | -187.5% | +29.9% |
| 10Y | +455.6% | +634.8% | -179.2% | +313.6% |
| All | +455.6% | +567.0% | -111.5% | +313.6% |
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