+726.4%
FSLR vs KGC
+214.0%
+512.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -13.7% | +20.3% | -33.9% | -17.0% |
| 3M | -35.1% | +8.1% | -43.2% | -36.3% |
| 6M | +3.6% | -8.8% | +12.4% | +4.7% |
| YTD | -21.7% | +10.1% | -31.8% | -24.2% |
| 1Y | +1.3% | +44.2% | -42.9% | -7.3% |
| 3Y | +9.7% | +533.0% | -523.3% | -26.2% |
| 5Y | +117.4% | +443.0% | -325.6% | +46.0% |
| 10Y | +435.5% | +678.6% | -243.1% | +192.5% |
| All | +726.4% | +214.0% | +512.3% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling