+7.2%
FSLR vs KMI
+110.6%
-103.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | -8.4% | +0.2% | -8.7% | -8.7% |
| 30D | -0.9% | -3.7% | +2.8% | +0.1% |
| 3M | -26.1% | +1.2% | -27.3% | -26.9% |
| 6M | -23.6% | -0.3% | -23.4% | -24.7% |
| YTD | -31.8% | +19.2% | -51.1% | -37.9% |
| 1Y | -32.6% | +21.7% | -54.3% | -39.2% |
| 3Y | +33.0% | +120.4% | -87.4% | -9.9% |
| 5Y | +56.8% | +144.9% | -88.1% | +0.6% |
| 10Y | +455.6% | +155.6% | +300.0% | +231.9% |
| All | +7.2% | +110.6% | -103.4% | -36.0% |
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 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