+74.9%
FSLR vs KMB
-0.3%
+75.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +2.8% |
| 7D | +15.3% | +0.5% | +14.9% | +15.3% |
| 30D | +11.7% | +12.4% | -0.7% | +11.3% |
| 3M | -17.6% | +1.0% | -18.6% | -17.8% |
| 6M | -7.7% | +12.1% | -19.9% | -8.1% |
| YTD | -23.0% | +11.6% | -34.6% | -23.3% |
| 1Y | -26.0% | +13.1% | -39.2% | -26.3% |
| 3Y | +36.9% | +1.6% | +35.3% | +35.0% |
| All | +74.9% | -0.3% | +75.2% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling