+36.9%
FSLR vs KIM
+57.8%
-21.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +15.3% | +4.1% | +11.3% | +14.1% |
| 30D | +11.7% | +16.8% | -5.1% | +6.8% |
| 3M | -17.6% | +5.7% | -23.3% | -18.9% |
| 6M | -7.7% | +9.7% | -17.4% | -10.9% |
| YTD | -23.0% | +30.2% | -53.2% | -30.5% |
| 1Y | -26.0% | +32.1% | -58.2% | -33.7% |
| 3Y | +36.9% | +58.6% | -21.7% | -0.2% |
| All | +36.9% | +57.8% | -21.0% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling