+447.0%
FSLR vs KMX
+3.6%
+443.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | -15.1% | +2.6% | -17.7% | -15.9% |
| 3M | -22.5% | +25.6% | -48.1% | -27.8% |
| 6M | +4.0% | +41.9% | -37.9% | -7.2% |
| YTD | -22.3% | +56.0% | -78.3% | -32.8% |
| 1Y | 0.0% | -1.8% | +1.8% | -3.4% |
| 3Y | +10.9% | -25.7% | +36.6% | +12.9% |
| 5Y | +105.4% | -54.7% | +160.1% | +132.9% |
| 10Y | +447.0% | +9.2% | +437.8% | +420.5% |
| All | +447.0% | +3.6% | +443.4% | +420.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling