+3.6%
FSLR vs KMB
+3.8%
-0.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.9% |
| 7D | 0.0% | -3.0% | +3.0% | -0.9% |
| 30D | -13.7% | -5.5% | -8.2% | -15.2% |
| 3M | -35.1% | +14.0% | -49.1% | -32.6% |
| 6M | +3.6% | +4.1% | -0.4% | +8.6% |
| All | +3.6% | +3.8% | -0.2% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling