+726.4%
FSLR vs KIM
+38.2%
+688.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -13.7% | -4.0% | -9.7% | -12.4% |
| 3M | -35.1% | +0.5% | -35.6% | -35.6% |
| 6M | +3.6% | +3.6% | 0.0% | +1.6% |
| YTD | -21.7% | +20.4% | -42.2% | -27.8% |
| 1Y | +1.3% | +9.7% | -8.4% | -3.4% |
| 3Y | +9.7% | +46.0% | -36.3% | -7.1% |
| 5Y | +117.4% | +34.4% | +82.9% | +87.8% |
| 10Y | +435.5% | +29.3% | +406.2% | +317.1% |
| All | +726.4% | +38.2% | +688.2% | +486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling