+2.8%
FSLR vs KMI
+17.6%
-14.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.8% |
| 7D | +2.2% | -1.7% | +4.0% | +1.9% |
| 30D | -7.8% | -2.7% | -5.1% | -8.2% |
| 3M | -22.9% | -0.7% | -22.2% | -22.9% |
| 6M | +4.4% | -5.0% | +9.4% | +3.2% |
| YTD | -20.0% | +15.5% | -35.4% | -21.1% |
| 1Y | +2.8% | +16.4% | -13.6% | +1.0% |
| All | +2.8% | +17.6% | -14.8% | +1.0% |
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