+1.3%
FSLR vs KRMN
-25.5%
+26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | 0.0% | -12.3% | +12.3% | +2.1% |
| 30D | -13.7% | -27.5% | +13.8% | -9.1% |
| 3M | -35.1% | -26.5% | -8.6% | -32.4% |
| 6M | +3.6% | -59.6% | +63.2% | +15.6% |
| YTD | -21.7% | -45.4% | +23.6% | -18.4% |
| 1Y | +1.3% | -25.1% | +26.4% | +2.0% |
| All | +1.3% | -25.5% | +26.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling