-26.0%
FSLR vs KRMN
-59.3%
+33.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -13.5% | +18.1% | +6.4% |
| 7D | +10.3% | -10.0% | +20.4% | +11.5% |
| 30D | +10.4% | +3.5% | +6.9% | +9.0% |
| 3M | -20.2% | -36.7% | +16.5% | -14.5% |
| 6M | -8.0% | -47.7% | +39.7% | +0.1% |
| YTD | -25.5% | -53.3% | +27.8% | -23.5% |
| 1Y | -26.0% | -59.7% | +33.7% | -21.9% |
| All | -26.0% | -59.3% | +33.4% | -21.9% |
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