+596.4%
FSLR vs KMX
+122.3%
+474.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.4% |
| 7D | -12.0% | 0.0% | -11.9% | -12.1% |
| 30D | -7.7% | +3.5% | -11.1% | -9.4% |
| 3M | -24.0% | -10.4% | -13.6% | -21.6% |
| 6M | -24.4% | +37.6% | -62.1% | -34.2% |
| YTD | -34.0% | +36.1% | -70.1% | -43.6% |
| 1Y | -35.6% | +52.8% | -88.4% | -47.6% |
| 3Y | +28.7% | -17.0% | +45.7% | +23.6% |
| 5Y | +55.3% | -64.7% | +120.0% | +98.6% |
| 10Y | +437.4% | -4.0% | +441.4% | +294.1% |
| All | +596.4% | +122.3% | +474.1% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling