+454.3%
FSLR vs KMB
+15.9%
+438.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | +6.8% | -2.7% | +9.5% | +7.0% |
| 30D | -14.7% | -5.0% | -9.7% | -14.4% |
| 3M | -22.6% | +6.6% | -29.1% | -23.1% |
| 6M | +12.7% | +1.0% | +11.7% | +12.4% |
| YTD | -18.4% | +6.0% | -24.3% | -18.9% |
| 1Y | +4.9% | -16.6% | +21.6% | +6.3% |
| 3Y | +16.4% | -8.6% | +25.0% | +16.2% |
| 5Y | +123.5% | -10.9% | +134.3% | +122.7% |
| 10Y | +454.3% | +16.8% | +437.5% | +437.1% |
| All | +454.3% | +15.9% | +438.5% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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