+458.5%
FSLR vs KWEB
-19.7%
+478.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.2% | -5.6% | +7.8% | +4.2% |
| 30D | -7.8% | -10.7% | +2.9% | -4.3% |
| 3M | -22.9% | -7.4% | -15.5% | -21.1% |
| 6M | +4.4% | -19.3% | +23.7% | +11.6% |
| YTD | -20.0% | -27.8% | +7.8% | -11.4% |
| 1Y | +2.8% | -35.9% | +38.8% | +18.5% |
| 3Y | +16.5% | -1.9% | +18.5% | +13.7% |
| 5Y | +110.3% | -43.2% | +153.5% | +138.1% |
| All | +458.5% | -19.7% | +478.2% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling