+6.9%
FSLR vs KRMN
+35.5%
-28.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | -10.9% | -3.9% | -13.7% |
| 30D | -4.3% | +34.9% | -39.2% | -8.6% |
| 3M | -23.4% | -32.8% | +9.4% | -19.8% |
| 6M | -26.9% | -39.6% | +12.6% | -23.6% |
| YTD | -34.4% | -44.4% | +10.0% | -31.7% |
| 1Y | -33.2% | -32.2% | -1.0% | -31.8% |
| All | +6.9% | +35.5% | -28.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling