+726.4%
FSLR vs KMB
+237.7%
+488.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.1% |
| 30D | -13.7% | -5.5% | -8.2% | -11.9% |
| 3M | -35.1% | +14.0% | -49.1% | -39.0% |
| 6M | +3.6% | +4.1% | -0.4% | +0.7% |
| YTD | -21.7% | +8.0% | -29.8% | -25.0% |
| 1Y | +1.3% | -13.7% | +15.0% | +5.2% |
| 3Y | +9.7% | -5.9% | +15.6% | +7.4% |
| 5Y | +117.4% | -8.6% | +126.0% | +110.5% |
| 10Y | +435.5% | +17.3% | +418.2% | +304.4% |
| All | +726.4% | +237.7% | +488.6% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling