-26.0%
FSLR vs KMX
+35.0%
-60.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +4.1% |
| 7D | +10.3% | +2.1% | +8.2% | +9.9% |
| 30D | +10.4% | +0.5% | +9.9% | +10.1% |
| 3M | -20.2% | -4.1% | -16.0% | -19.9% |
| 6M | -8.0% | +49.5% | -57.5% | -13.6% |
| YTD | -25.5% | +42.7% | -68.2% | -29.6% |
| 1Y | -26.0% | +35.3% | -61.3% | -29.9% |
| All | -26.0% | +35.0% | -60.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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