+1.7%
FSLR vs KMX
-0.2%
+1.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -0.1% | -3.4% | +3.3% | +0.3% |
| 30D | -14.0% | +4.0% | -18.0% | -14.6% |
| 3M | -16.9% | +24.8% | -41.7% | -19.5% |
| 6M | +4.7% | +43.6% | -38.9% | -1.0% |
| YTD | -20.7% | +56.6% | -77.3% | -25.1% |
| 1Y | +1.7% | +2.2% | -0.6% | -3.7% |
| All | +1.7% | -0.2% | +1.9% | -3.7% |
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