+466.4%
FSLR vs KMB
+38.4%
+428.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.5% |
| 7D | -2.6% | +6.0% | -8.7% | -3.0% |
| 30D | +1.8% | +13.5% | -11.7% | +0.9% |
| 3M | -24.4% | +3.8% | -28.1% | -24.6% |
| 6M | -17.7% | +15.6% | -33.3% | -18.7% |
| YTD | -30.7% | +14.0% | -44.7% | -31.5% |
| 1Y | -33.6% | +12.9% | -46.6% | -34.3% |
| 3Y | +35.1% | +3.7% | +31.4% | +33.6% |
| 5Y | +63.1% | -0.1% | +63.1% | +61.1% |
| 10Y | +466.4% | +41.1% | +425.3% | +402.8% |
| All | +466.4% | +38.4% | +428.1% | +402.8% |
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