+458.5%
FSLR vs KNX
+166.7%
+291.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | +2.2% | -5.6% | +7.8% | +3.8% |
| 30D | -7.8% | -4.4% | -3.4% | -6.8% |
| 3M | -22.9% | -17.3% | -5.6% | -19.3% |
| 6M | +4.4% | +22.6% | -18.2% | -1.9% |
| YTD | -20.0% | +31.1% | -51.1% | -26.4% |
| 1Y | +2.8% | +60.2% | -57.4% | -10.9% |
| 3Y | +16.5% | +35.8% | -19.2% | +2.8% |
| 5Y | +110.3% | +38.9% | +71.4% | +81.6% |
| All | +458.5% | +166.7% | +291.7% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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