+418.1%
FSLR vs KMI
+158.9%
+259.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -14.8% | +6.5% | -21.3% | -17.0% |
| 30D | -4.3% | -3.4% | -0.9% | -3.4% |
| 3M | -23.4% | +0.4% | -23.8% | -24.0% |
| 6M | -26.9% | -0.9% | -26.0% | -27.7% |
| YTD | -34.4% | +20.5% | -54.9% | -40.6% |
| 1Y | -33.2% | +23.2% | -56.4% | -40.2% |
| 3Y | +28.1% | +121.6% | -93.6% | -14.9% |
| 5Y | +54.5% | +149.1% | -94.6% | -3.5% |
| All | +418.1% | +158.9% | +259.2% | +210.2% |
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