+447.0%
FSLR vs KIM
+29.7%
+417.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | -15.1% | -1.1% | -14.1% | -14.9% |
| 3M | -22.5% | -5.3% | -17.2% | -21.5% |
| 6M | +4.0% | +3.9% | 0.0% | +2.2% |
| YTD | -22.3% | +20.3% | -42.5% | -27.1% |
| 1Y | 0.0% | +10.4% | -10.4% | -3.9% |
| 3Y | +10.9% | +46.3% | -35.5% | -3.1% |
| 5Y | +105.4% | +37.6% | +67.8% | +81.8% |
| 10Y | +447.0% | +34.5% | +412.5% | +363.0% |
| All | +447.0% | +29.7% | +417.3% | +363.0% |
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