+28.1%
FSLR vs KR
+72.2%
-44.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.1% |
| 7D | -14.8% | +4.6% | -19.4% | -13.7% |
| 30D | -4.3% | +12.2% | -16.5% | -1.1% |
| 3M | -23.4% | +24.6% | -47.9% | -18.3% |
| 6M | -26.9% | +8.2% | -35.1% | -24.4% |
| YTD | -34.4% | +15.3% | -49.7% | -31.2% |
| 1Y | -33.2% | +9.8% | -43.0% | -30.7% |
| 3Y | +28.1% | +71.4% | -43.3% | +36.5% |
| All | +28.1% | +72.2% | -44.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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