+762.0%
FSLR vs KNX
+395.8%
+366.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.0% |
| 7D | +6.8% | +6.4% | +0.4% | +4.0% |
| 30D | -14.7% | +1.4% | -16.1% | -15.5% |
| 3M | -22.6% | -12.0% | -10.5% | -19.0% |
| 6M | +12.7% | +25.2% | -12.4% | +1.1% |
| YTD | -18.4% | +36.6% | -55.0% | -29.9% |
| 1Y | +4.9% | +67.6% | -62.7% | -18.2% |
| 3Y | +16.4% | +40.8% | -24.4% | -6.8% |
| 5Y | +123.5% | +43.3% | +80.1% | +71.7% |
| 10Y | +454.3% | +170.1% | +284.2% | +170.9% |
| All | +762.0% | +395.8% | +366.1% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling