+23.1%
FSLR vs KMI
+107.5%
-84.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -13.7% | +0.9% | -14.6% | -14.1% |
| 3M | -35.1% | 0.0% | -35.1% | -35.5% |
| 6M | +3.6% | -5.7% | +9.3% | +5.1% |
| YTD | -21.7% | +17.5% | -39.2% | -27.9% |
| 1Y | +1.3% | +22.3% | -21.0% | -8.6% |
| 3Y | +9.7% | +111.9% | -102.2% | -24.0% |
| 5Y | +117.4% | +151.8% | -34.5% | +38.1% |
| 10Y | +435.5% | +138.7% | +296.8% | +229.7% |
| All | +23.1% | +107.5% | -84.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling