+30.4%
FSLR vs KRMN
+17.6%
+12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.5% |
| 7D | +2.2% | -11.8% | +14.0% | +4.1% |
| 30D | -7.8% | -43.0% | +35.2% | -0.4% |
| 3M | -22.9% | -28.8% | +5.9% | -19.6% |
| 6M | +4.4% | -66.3% | +70.7% | +17.2% |
| YTD | -20.0% | -51.8% | +31.8% | -14.3% |
| 1Y | +2.8% | -44.7% | +47.5% | +8.0% |
| All | +30.4% | +17.6% | +12.8% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling