+123.5%
FSLR vs KMX
-52.4%
+175.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.3% | +8.6% | +5.4% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | -14.7% | +4.1% | -18.8% | -15.8% |
| 3M | -22.6% | +27.5% | -50.1% | -27.7% |
| 6M | +12.7% | +43.6% | -30.9% | +1.2% |
| YTD | -18.4% | +56.8% | -75.1% | -28.7% |
| 1Y | +4.9% | -1.3% | +6.3% | +2.0% |
| 3Y | +16.4% | -25.4% | +41.8% | +18.7% |
| 5Y | +123.5% | -53.9% | +177.4% | +162.4% |
| All | +123.5% | -52.4% | +175.9% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling