+18.9%
FSLR vs KMI
+119.2%
-100.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.1% |
| 7D | +6.8% | -0.4% | +7.2% | +6.9% |
| 30D | -14.7% | +3.7% | -18.4% | -15.1% |
| 3M | -22.6% | +3.2% | -25.7% | -23.1% |
| 6M | +12.7% | -3.0% | +15.7% | +12.9% |
| YTD | -18.4% | +19.7% | -38.0% | -22.3% |
| 1Y | +4.9% | +25.6% | -20.7% | -1.6% |
| All | +18.9% | +119.2% | -100.3% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling