+726.4%
FSLR vs KR
+654.4%
+72.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -13.7% | +4.1% | -17.7% | -14.7% |
| 3M | -35.1% | -5.2% | -29.9% | -34.5% |
| 6M | +3.6% | -12.8% | +16.4% | +6.1% |
| YTD | -21.7% | -4.6% | -17.1% | -22.1% |
| 1Y | +1.3% | -11.7% | +13.0% | +2.6% |
| 3Y | +9.7% | +36.3% | -26.5% | -7.5% |
| 5Y | +117.4% | +40.0% | +77.4% | +74.6% |
| 10Y | +435.5% | +122.2% | +313.3% | +217.7% |
| All | +726.4% | +654.4% | +72.0% | +139.5% |
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 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