+33.0%
FSLR vs KRMN
+32.3%
+0.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | +6.8% | -3.4% | +10.2% | +7.3% |
| 30D | -14.7% | -31.8% | +17.1% | -10.2% |
| 3M | -22.6% | -20.0% | -2.5% | -20.6% |
| 6M | +12.7% | -60.5% | +73.2% | +24.0% |
| YTD | -18.4% | -45.8% | +27.4% | -14.0% |
| 1Y | +4.9% | -36.4% | +41.3% | +8.2% |
| All | +33.0% | +32.3% | +0.7% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling