+256.4%
KDP vs FSLR
+458.2%
-201.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +2.0% |
| 7D | +8.2% | -2.6% | +10.9% | +8.3% |
| 30D | +18.4% | +1.8% | +16.6% | +18.2% |
| 3M | +29.2% | -24.4% | +53.6% | +30.9% |
| 6M | +32.3% | -17.7% | +50.0% | +32.9% |
| YTD | +38.5% | -30.7% | +69.2% | +40.1% |
| 1Y | +48.5% | -33.6% | +82.1% | +50.5% |
| 3Y | +32.5% | +35.1% | -2.7% | +25.0% |
| 5Y | +19.7% | +63.1% | -43.4% | +9.3% |
| 10Y | +256.4% | +466.4% | -210.1% | +180.4% |
| All | +256.4% | +458.2% | -201.8% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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