+105.4%
FSLR vs KMI
+157.3%
-51.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | -15.1% | +0.1% | -15.2% | -15.2% |
| 3M | -22.5% | +1.2% | -23.7% | -23.2% |
| 6M | +4.0% | -3.9% | +7.9% | +4.5% |
| YTD | -22.3% | +17.5% | -39.8% | -27.7% |
| 1Y | 0.0% | +22.6% | -22.6% | -8.8% |
| 3Y | +10.9% | +116.3% | -105.4% | -26.6% |
| 5Y | +105.4% | +157.6% | -52.2% | +12.6% |
| All | +105.4% | +157.3% | -51.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling