+438.4%
FSLR vs KMB
+38.2%
+400.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -8.4% | +0.1% | -8.5% | -8.4% |
| 30D | -0.9% | +10.2% | -11.1% | -1.6% |
| 3M | -26.1% | +1.5% | -27.5% | -26.2% |
| 6M | -23.6% | +16.6% | -40.3% | -24.7% |
| YTD | -31.8% | +12.1% | -43.9% | -32.5% |
| 1Y | -32.6% | +11.1% | -43.6% | -33.2% |
| 3Y | +33.0% | +1.9% | +31.1% | +31.6% |
| 5Y | +56.8% | -1.3% | +58.1% | +55.0% |
| All | +438.4% | +38.2% | +400.2% | +382.1% |
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