+453.5%
FSLR vs KMI
+137.5%
+316.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | -0.1% | -2.1% | +1.9% | +0.7% |
| 30D | -14.0% | -1.7% | -12.3% | -13.5% |
| 3M | -16.9% | -1.9% | -15.0% | -16.7% |
| 6M | +4.7% | -4.3% | +9.1% | +5.5% |
| YTD | -20.7% | +15.8% | -36.5% | -26.5% |
| 1Y | +1.7% | +17.6% | -15.9% | -6.7% |
| 3Y | +13.1% | +113.1% | -100.0% | -22.7% |
| 5Y | +108.4% | +154.0% | -45.6% | +30.3% |
| All | +453.5% | +137.5% | +316.0% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling