-26.0%
FSLR vs KMI
+26.0%
-52.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +3.7% |
| 7D | +10.3% | -5.2% | +15.6% | +9.2% |
| 30D | +10.4% | +1.2% | +9.2% | +10.6% |
| 3M | -20.2% | +1.3% | -21.5% | -19.9% |
| 6M | -8.0% | -1.1% | -6.8% | -8.8% |
| YTD | -25.5% | +19.0% | -44.5% | -27.4% |
| 1Y | -26.0% | +26.6% | -52.5% | -29.5% |
| All | -26.0% | +26.0% | -52.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling