+455.6%
FSLR vs KIM
+63.9%
+391.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -1.0% | -7.4% | -8.2% |
| 30D | -0.9% | +14.8% | -15.7% | -4.9% |
| 3M | -26.1% | +8.1% | -34.2% | -27.8% |
| 6M | -23.6% | +11.7% | -35.3% | -26.5% |
| YTD | -31.8% | +30.7% | -62.6% | -37.7% |
| 1Y | -32.6% | +29.7% | -62.3% | -38.2% |
| 3Y | +33.0% | +65.1% | -32.1% | +12.0% |
| 5Y | +56.8% | +34.7% | +22.1% | +39.2% |
| 10Y | +455.6% | +64.1% | +391.4% | +367.9% |
| All | +455.6% | +63.9% | +391.7% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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