+5.0%
FSLR vs KGC
+33.3%
-28.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.0% |
| 7D | +6.8% | +2.4% | +4.4% | +6.0% |
| 30D | -14.7% | +9.2% | -23.9% | -17.2% |
| 3M | -22.6% | +16.7% | -39.3% | -26.6% |
| 6M | +12.7% | -7.0% | +19.7% | +12.5% |
| YTD | -18.4% | +7.5% | -25.9% | -21.6% |
| All | +5.0% | +33.3% | -28.3% | -0.5% |
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