+28.1%
FSLR vs KMX
-14.8%
+42.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -14.8% | +3.4% | -18.2% | -15.4% |
| 30D | -4.3% | +6.8% | -11.1% | -6.0% |
| 3M | -23.4% | -11.4% | -12.0% | -21.7% |
| 6M | -26.9% | +43.6% | -70.5% | -33.1% |
| YTD | -34.4% | +37.7% | -72.1% | -40.2% |
| 1Y | -33.2% | +53.0% | -86.2% | -40.7% |
| 3Y | +28.1% | -16.3% | +44.4% | +18.2% |
| All | +28.1% | -14.8% | +42.8% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling