+592.8%
FSLR vs KR
+811.7%
-218.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -14.8% | +4.6% | -19.4% | -15.9% |
| 30D | -4.3% | +12.2% | -16.5% | -7.5% |
| 3M | -23.4% | +24.6% | -47.9% | -28.4% |
| 6M | -26.9% | +8.2% | -35.1% | -29.6% |
| YTD | -34.4% | +15.3% | -49.7% | -38.4% |
| 1Y | -33.2% | +9.8% | -43.0% | -36.5% |
| 3Y | +28.1% | +71.4% | -43.3% | +0.3% |
| 5Y | +54.5% | +85.1% | -30.5% | +13.4% |
| 10Y | +434.6% | +159.4% | +275.2% | +205.9% |
| All | +592.8% | +811.7% | -218.9% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling